BNP Paribas Call 115 EMR 20.06.2025
/ DE000PC39EG6
BNP Paribas Call 115 EMR 20.06.20.../ DE000PC39EG6 /
| 8/16/2024 1:50:33 PM |
Chg.+0.030 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+5.08% |
0.620
Bid Size: 8,700 |
0.640
Ask Size: 8,700 |
Emerson Electric Co |
115.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PC39EG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-0.98 |
| Time value: |
0.61 |
| Break-even: |
110.91 |
| Moneyness: |
0.91 |
| Premium: |
0.17 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
0.43 |
| Theta: |
-0.02 |
| Omega: |
6.70 |
| Rho: |
0.29 |
Quote data
| Open: |
0.600 |
| High: |
0.650 |
| Low: |
0.600 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-57.53% |
| 3 Months |
|
|
-49.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.590 |
| 1M High / 1M Low: |
1.460 |
0.550 |
| 6M High / 6M Low: |
1.460 |
0.550 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.063 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.12% |
| Volatility 6M: |
|
125.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
