BNP Paribas Call 130 EMR 17.01.2025
/ DE000PC6NNG8
BNP Paribas Call 130 EMR 17.01.20.../ DE000PC6NNG8 /
| 11/13/2024 9:50:42 PM |
Chg.+0.080 |
Bid9:56:32 PM |
Ask9:56:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+20.00% |
0.490
Bid Size: 6,123 |
0.510
Ask Size: 5,883 |
Emerson Electric Co |
130.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
-0.15 |
| Time value: |
0.42 |
| Break-even: |
126.65 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.49 |
| Theta: |
-0.04 |
| Omega: |
14.11 |
| Rho: |
0.10 |
Quote data
| Open: |
0.370 |
| High: |
0.560 |
| Low: |
0.370 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.32% |
| 1 Month |
|
|
+500.00% |
| 3 Months |
|
|
+540.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.350 |
| 1M High / 1M Low: |
0.420 |
0.043 |
| 6M High / 6M Low: |
0.430 |
0.015 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.159 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
876.14% |
| Volatility 6M: |
|
470.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
