BNP Paribas Call 110 EMR 20.09.20.../  DE000PC39D92  /

Frankfurt Zert./BNP
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:   -