BNP Paribas Call 115 EMR 16.01.2026
/ DE000PC2X727
BNP Paribas Call 115 EMR 16.01.20.../ DE000PC2X727 /
| 10/8/2024 1:46:58 PM |
Chg.+0.03 |
Bid7:35:30 PM |
Ask7:35:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
+2.48% |
1.10
Bid Size: 13,600 |
1.12
Ask Size: 13,600 |
Emerson Electric Co |
115.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
1/4/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
-0.23 |
| Time value: |
1.30 |
| Break-even: |
117.79 |
| Moneyness: |
0.98 |
| Premium: |
0.15 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
0.59 |
| Theta: |
-0.02 |
| Omega: |
4.62 |
| Rho: |
0.60 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.24 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.89% |
| 1 Month |
|
|
+74.65% |
| 3 Months |
|
|
+1.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
1.07 |
| 1M High / 1M Low: |
1.21 |
0.66 |
| 6M High / 6M Low: |
1.80 |
0.66 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.37% |
| Volatility 6M: |
|
126.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
