BNP Paribas Call 120 EMR 17.01.2025
/ DE000PC5C1Q5
BNP Paribas Call 120 EMR 17.01.20.../ DE000PC5C1Q5 /
| 29/07/2024 21:50:28 |
Chg.+0.050 |
Bid21:59:25 |
Ask21:59:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+6.94% |
0.760
Bid Size: 9,800 |
0.780
Ask Size: 9,800 |
Emerson Electric Co |
120.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC5C1Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
21/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-0.29 |
| Time value: |
0.73 |
| Break-even: |
117.87 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
2.82% |
| Delta: |
0.51 |
| Theta: |
-0.03 |
| Omega: |
7.59 |
| Rho: |
0.23 |
Quote data
| Open: |
0.740 |
| High: |
0.770 |
| Low: |
0.690 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.05% |
| 1 Month |
|
|
+79.07% |
| 3 Months |
|
|
+37.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.590 |
| 1M High / 1M Low: |
0.810 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.570 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
