BNP Paribas Call 120 EMR 16.01.2026
/ DE000PC25XK7
BNP Paribas Call 120 EMR 16.01.20.../ DE000PC25XK7 /
| 2024-11-12 8:41:09 AM |
Chg.+0.08 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
+4.15% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
120.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC25XK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.86 |
| Time value: |
1.20 |
| Break-even: |
133.14 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.98% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
4.11 |
| Rho: |
0.76 |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
1.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+107.22% |
| 1 Month |
|
|
+105.10% |
| 3 Months |
|
|
+164.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
0.97 |
| 1M High / 1M Low: |
1.93 |
0.87 |
| 6M High / 6M Low: |
1.93 |
0.53 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.87% |
| Volatility 6M: |
|
148.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
