BNP Paribas Call 115 EMR 16.01.2026
/ DE000PC2X727
BNP Paribas Call 115 EMR 16.01.20.../ DE000PC2X727 /
| 04/09/2024 08:33:40 |
Chg.-0.120 |
Bid20:57:36 |
Ask20:57:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-13.33% |
0.740
Bid Size: 14,200 |
0.760
Ask Size: 14,200 |
Emerson Electric Co |
115.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
04/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
-1.17 |
| Time value: |
0.83 |
| Break-even: |
112.39 |
| Moneyness: |
0.89 |
| Premium: |
0.22 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
5.18 |
| Rho: |
0.47 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.34% |
| 1 Month |
|
|
-46.21% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.870 |
| 1M High / 1M Low: |
1.340 |
0.810 |
| 6M High / 6M Low: |
1.800 |
0.810 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.954 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.361 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.51% |
| Volatility 6M: |
|
118.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
