BNP Paribas Call 110 EMR 20.09.2024
/ DE000PC39D92
BNP Paribas Call 110 EMR 20.09.20.../ DE000PC39D92 /
| 7/30/2024 11:21:00 AM |
Chg.+0.020 |
Bid11:29:27 AM |
Ask11:29:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+2.11% |
1.020
Bid Size: 9,100 |
1.040
Ask Size: 9,100 |
Emerson Electric Co |
110.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC39D9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.72 |
| Time value: |
0.23 |
| Break-even: |
111.17 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.15% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
8.76 |
| Rho: |
0.10 |
Quote data
| Open: |
0.930 |
| High: |
0.970 |
| Low: |
0.930 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.43% |
| 1 Month |
|
|
+97.96% |
| 3 Months |
|
|
+64.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.690 |
| 1M High / 1M Low: |
1.030 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
