BNP Paribas Call 125 EMR 17.01.2025
/ DE000PC5C1R3
BNP Paribas Call 125 EMR 17.01.20.../ DE000PC5C1R3 /
| 9/2/2024 8:36:48 AM |
Chg.-0.004 |
Bid5:39:42 PM |
Ask5:39:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
-5.00% |
0.078
Bid Size: 20,600 |
0.098
Ask Size: 20,600 |
Emerson Electric Co |
125.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC5C1R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/21/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
86.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-1.78 |
| Time value: |
0.11 |
| Break-even: |
114.28 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.02 |
| Spread %: |
22.22% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
13.83 |
| Rho: |
0.05 |
Quote data
| Open: |
0.076 |
| High: |
0.076 |
| Low: |
0.076 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.57% |
| 1 Month |
|
|
-80.51% |
| 3 Months |
|
|
-78.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.070 |
| 1M High / 1M Low: |
0.390 |
0.070 |
| 6M High / 6M Low: |
0.670 |
0.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
437.20% |
| Volatility 6M: |
|
255.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
