BNP Paribas Call 130 EMR 20.12.20.../  DE000PC6NNF0  /

Frankfurt Zert./BNP
06/09/2024  21:50:32 Chg.-0.003 Bid21:52:34 Ask21:52:34 Underlying Strike price Expiration date Option type
0.008EUR -27.27% 0.008
Bid Size: 50,000
0.091
Ask Size: 50,000
Emerson Electric Co 130.00 USD 20/12/2024 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: 20/12/2024
Issue date: 14/03/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 97.34
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.22
Parity: -2.87
Time value: 0.09
Break-even: 118.18
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 1.75
Spread abs.: 0.08
Spread %: 1,037.50%
Delta: 0.11
Theta: -0.02
Omega: 10.92
Rho: 0.03
 

Quote data

Open: 0.001
High: 0.012
Low: 0.001
Previous Close: 0.011
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -57.89%
1 Month
  -87.30%
3 Months
  -94.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.008
1M High / 1M Low: 0.063 0.008
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -