BNP Paribas Call 130 EMR 20.12.2024
/ DE000PC6NNF0
BNP Paribas Call 130 EMR 20.12.20.../ DE000PC6NNF0 /
| 11/11/2024 1:50:29 PM |
Chg.+0.010 |
Bid2:03:27 PM |
Ask2:03:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+4.55% |
0.230
Bid Size: 10,000 |
0.250
Ask Size: 10,000 |
Emerson Electric Co |
130.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC6NNF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.24 |
| Parity: |
-0.26 |
| Time value: |
0.23 |
| Break-even: |
123.64 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
9.52% |
| Delta: |
0.41 |
| Theta: |
-0.04 |
| Omega: |
21.14 |
| Rho: |
0.05 |
Quote data
| Open: |
0.210 |
| High: |
0.230 |
| Low: |
0.210 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+900.00% |
| 1 Month |
|
|
+400.00% |
| 3 Months |
|
|
+369.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.023 |
| 1M High / 1M Low: |
0.250 |
0.016 |
| 6M High / 6M Low: |
0.370 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.151 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.118 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,741.89% |
| Volatility 6M: |
|
3,879.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
