BNP Paribas Call 600 EMSN 20.06.2025
/ DE000PC39GQ0
BNP Paribas Call 600 EMSN 20.06.2.../ DE000PC39GQ0 /
| 7/25/2024 4:21:07 PM |
Chg.-0.040 |
Bid5:15:49 PM |
Ask5:15:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
-2.88% |
-
Bid Size: - |
-
Ask Size: - |
EMS-CHEMIE N |
600.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
PC39GQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EMS-CHEMIE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.20 |
| Parity: |
1.22 |
| Time value: |
0.20 |
| Break-even: |
767.34 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.43% |
| Delta: |
0.99 |
| Theta: |
-0.06 |
| Omega: |
5.21 |
| Rho: |
5.41 |
Quote data
| Open: |
1.330 |
| High: |
1.350 |
| Low: |
1.320 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-14.56% |
| 3 Months |
|
|
-8.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.460 |
1.350 |
| 1M High / 1M Low: |
1.930 |
1.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.567 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
