BNP Paribas Call 130 EMR 20.12.2024
/ DE000PC6NNF0
BNP Paribas Call 130 EMR 20.12.20.../ DE000PC6NNF0 /
| 8/1/2024 7:20:45 PM |
Chg.-0.110 |
Bid7:22:31 PM |
Ask7:22:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-33.33% |
0.230
Bid Size: 24,600 |
0.250
Ask Size: 24,600 |
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: |
31.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-1.19 |
| Time value: |
0.34 |
| Break-even: |
123.51 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.32 |
| Theta: |
-0.03 |
| Omega: |
10.19 |
| Rho: |
0.12 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.220 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.52% |
| 1 Month |
|
|
+83.33% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.270 |
| 1M High / 1M Low: |
0.370 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.246 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
