BNP Paribas Call 115 EMR 17.01.2025
/ DE000PC2X7Y4
BNP Paribas Call 115 EMR 17.01.20.../ DE000PC2X7Y4 /
| 7/26/2024 9:50:25 PM |
Chg.+0.100 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+11.76% |
0.950
Bid Size: 10,200 |
0.970
Ask Size: 10,200 |
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: |
11.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.17 |
| Time value: |
0.80 |
| Break-even: |
115.63 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.11% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
6.73 |
| Rho: |
0.27 |
Quote data
| Open: |
0.840 |
| High: |
0.990 |
| Low: |
0.840 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.47% |
| 1 Month |
|
|
+55.74% |
| 3 Months |
|
|
+21.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.800 |
| 1M High / 1M Low: |
1.070 |
0.530 |
| 6M High / 6M Low: |
1.080 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.916 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.771 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.727 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.65% |
| Volatility 6M: |
|
225.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
