BNP Paribas Call 112 EMR 20.12.2024
/ DE000PC2X7R8
BNP Paribas Call 112 EMR 20.12.20.../ DE000PC2X7R8 /
| 2024-07-29 8:34:14 AM |
Chg.+0.14 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
+15.05% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
112.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC2X7R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
112.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.45 |
| Time value: |
0.61 |
| Break-even: |
113.80 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.92% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
6.70 |
| Rho: |
0.24 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
0.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.63% |
| 1 Month |
|
|
+84.48% |
| 3 Months |
|
|
+35.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.870 |
| 1M High / 1M Low: |
1.140 |
0.560 |
| 6M High / 6M Low: |
1.150 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.831 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.788 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.40% |
| Volatility 6M: |
|
201.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
