BNP Paribas Call 140 EMR 16.01.2026
/ DE000PC5C1U7
BNP Paribas Call 140 EMR 16.01.20.../ DE000PC5C1U7 /
2024-09-04 6:35:36 PM |
Chg.-0.020 |
Bid2024-09-04 |
Ask2024-09-04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-7.69% |
0.240 Bid Size: 19,600 |
0.260 Ask Size: 19,600 |
Emerson Electric Co |
140.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC5C1U |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-02-21 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.22 |
Parity: |
-3.44 |
Time value: |
0.28 |
Break-even: |
129.51 |
Moneyness: |
0.73 |
Premium: |
0.40 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.02 |
Spread %: |
7.69% |
Delta: |
0.21 |
Theta: |
-0.01 |
Omega: |
7.03 |
Rho: |
0.23 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.240 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
-55.56% |
3 Months |
|
|
-46.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.260 |
1M High / 1M Low: |
0.530 |
0.260 |
6M High / 6M Low: |
0.830 |
0.260 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.290 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.327 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.561 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
183.03% |
Volatility 6M: |
|
142.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |