BNP Paribas Call 110 EMR 20.12.2024
/ DE000PC2X7S6
BNP Paribas Call 110 EMR 20.12.20.../ DE000PC2X7S6 /
| 11/14/2024 9:50:39 PM |
Chg.-0.100 |
Bid9:59:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
-5.18% |
1.830
Bid Size: 12,500 |
-
Ask Size: - |
Emerson Electric Co |
110.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC2X7S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.24 |
| Parity: |
1.91 |
| Time value: |
0.03 |
| Break-even: |
123.51 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
1.00 |
| Theta: |
-0.01 |
| Omega: |
6.34 |
| Rho: |
0.10 |
Quote data
| Open: |
1.920 |
| High: |
1.980 |
| Low: |
1.830 |
| Previous Close: |
1.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.59% |
| 1 Month |
|
|
+289.36% |
| 3 Months |
|
|
+408.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.640 |
| 1M High / 1M Low: |
1.930 |
0.410 |
| 6M High / 6M Low: |
1.930 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.796 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.869 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.687 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
429.38% |
| Volatility 6M: |
|
264.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
