BNP Paribas Call 115 EMR 16.01.2026
/ DE000PC2X727
BNP Paribas Call 115 EMR 16.01.20.../ DE000PC2X727 /
| 2024-07-29 8:34:10 AM |
Chg.+0.15 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
+9.49% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
115.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC2X72 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.17 |
| Time value: |
1.55 |
| Break-even: |
123.16 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.18% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
4.04 |
| Rho: |
0.77 |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.73 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.79% |
| 1 Month |
|
|
+38.40% |
| 3 Months |
|
|
+31.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.72 |
1.53 |
| 1M High / 1M Low: |
1.80 |
1.22 |
| 6M High / 6M Low: |
1.80 |
0.52 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.24% |
| Volatility 6M: |
|
119.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
