BNP Paribas Call 130 EMR 17.01.20.../  DE000PC6NNG8  /

Frankfurt Zert./BNP
2024-07-26  9:50:37 PM Chg.+0.060 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
0.380EUR +18.75% 0.380
Bid Size: 10,800
0.400
Ask Size: 10,800
Emerson Electric Co 130.00 USD 2025-01-17 Call
 

Master data

WKN: PC6NNG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2025-01-17
Issue date: 2024-03-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.91
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -1.21
Time value: 0.40
Break-even: 123.75
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 5.26%
Delta: 0.34
Theta: -0.02
Omega: 9.19
Rho: 0.16
 

Quote data

Open: 0.320
High: 0.400
Low: 0.320
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.75%
1 Month  
+100.00%
3 Months  
+22.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.300
1M High / 1M Low: 0.430 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.277
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   231.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -