BNP Paribas Call 115 EMR 20.06.2025
/ DE000PC39EG6
BNP Paribas Call 115 EMR 20.06.20.../ DE000PC39EG6 /
| 2024-06-26 8:20:58 PM |
Chg.-0.060 |
Bid8:41:25 PM |
Ask8:41:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-7.06% |
0.800
Bid Size: 15,400 |
0.820
Ask Size: 15,400 |
Emerson Electric Co |
115.00 USD |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-0.67 |
| Time value: |
0.88 |
| Break-even: |
116.18 |
| Moneyness: |
0.94 |
| Premium: |
0.15 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.33% |
| Delta: |
0.50 |
| Theta: |
-0.02 |
| Omega: |
5.78 |
| Rho: |
0.41 |
Quote data
| Open: |
0.860 |
| High: |
0.870 |
| Low: |
0.790 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.22% |
| 1 Month |
|
|
-34.71% |
| 3 Months |
|
|
-32.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.850 |
| 1M High / 1M Low: |
1.240 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.942 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
