BNP Paribas Call 115 EMR 17.01.2025
/ DE000PC2X7Y4
BNP Paribas Call 115 EMR 17.01.20.../ DE000PC2X7Y4 /
| 9/3/2024 2:20:59 PM |
Chg.0.000 |
Bid2:44:31 PM |
Ask2:44:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
0.250
Bid Size: 11,600 |
0.270
Ask Size: 11,600 |
Emerson Electric Co |
115.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC2X7Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/4/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-0.87 |
| Time value: |
0.31 |
| Break-even: |
107.01 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.05 |
| Spread %: |
19.23% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
10.55 |
| Rho: |
0.11 |
Quote data
| Open: |
0.250 |
| High: |
0.270 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
-59.68% |
| 3 Months |
|
|
-58.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.240 |
| 1M High / 1M Low: |
0.590 |
0.240 |
| 6M High / 6M Low: |
1.080 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.702 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.28% |
| Volatility 6M: |
|
170.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
