BNP Paribas Call 120 EMR 20.12.2024
/ DE000PC5C1M4
BNP Paribas Call 120 EMR 20.12.20.../ DE000PC5C1M4 /
| 2024-07-31 8:20:51 AM |
Chg.-0.020 |
Bid8:25:44 AM |
Ask8:25:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-3.28% |
0.590
Bid Size: 5,085 |
0.610
Ask Size: 4,950 |
Emerson Electric Co |
120.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC5C1M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-0.20 |
| Time value: |
0.70 |
| Break-even: |
117.91 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
2.94% |
| Delta: |
0.52 |
| Theta: |
-0.03 |
| Omega: |
8.13 |
| Rho: |
0.20 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.46% |
| 1 Month |
|
|
+59.46% |
| 3 Months |
|
|
+31.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.520 |
| 1M High / 1M Low: |
0.730 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.518 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
