BNP Paribas Call 700 EMSN 19.12.2025
/ DE000PC39GT4
BNP Paribas Call 700 EMSN 19.12.2.../ DE000PC39GT4 /
| 7/12/2024 10:21:02 AM |
Chg.-0.38 |
Bid12:59:34 PM |
Ask12:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.84EUR |
-31.15% |
0.95
Bid Size: 14,700 |
0.96
Ask Size: 14,700 |
EMS-CHEMIE N |
700.00 CHF |
12/19/2025 |
Call |
Master data
| WKN: |
PC39GT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EMS-CHEMIE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.18 |
| Parity: |
0.72 |
| Time value: |
0.50 |
| Break-even: |
841.12 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.83 |
| Theta: |
-0.09 |
| Omega: |
5.38 |
| Rho: |
7.69 |
Quote data
| Open: |
0.85 |
| High: |
0.85 |
| Low: |
0.84 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.50% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
-1.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.07 |
| 1M High / 1M Low: |
1.25 |
0.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
