BNP Paribas Call 120 EMR 20.12.2024
/ DE000PC5C1M4
BNP Paribas Call 120 EMR 20.12.20.../ DE000PC5C1M4 /
| 9/5/2024 8:37:46 AM |
Chg.-0.024 |
Bid12:07:47 PM |
Ask12:07:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-37.50% |
0.040
Bid Size: 22,300 |
0.100
Ask Size: 22,300 |
Emerson Electric Co |
120.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
100.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
-1.73 |
| Time value: |
0.09 |
| Break-even: |
109.21 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.03 |
| Spread %: |
42.19% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
14.41 |
| Rho: |
0.04 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.064 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.00% |
| 1 Month |
|
|
-88.57% |
| 3 Months |
|
|
-86.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.064 |
| 1M High / 1M Low: |
0.420 |
0.064 |
| 6M High / 6M Low: |
0.780 |
0.064 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.455 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
358.00% |
| Volatility 6M: |
|
238.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
