BNP Paribas Call 140 EMR 16.01.20.../  DE000PC5C1U7  /

EUWAX
16/07/2024  08:33:55 Chg.+0.070 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.740EUR +10.45% -
Bid Size: -
-
Ask Size: -
Emerson Electric Co 140.00 USD 16/01/2026 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: 16/01/2026
Issue date: 21/02/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.76
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.20
Parity: -2.11
Time value: 0.78
Break-even: 136.26
Moneyness: 0.84
Premium: 0.27
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 4.00%
Delta: 0.40
Theta: -0.01
Omega: 5.47
Rho: 0.52
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.31%
1 Month  
+57.45%
3 Months  
+15.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.500
1M High / 1M Low: 0.670 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.515
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -