BNP Paribas Call 90 EMR 20.06.2025
/ DE000PC39EB7
BNP Paribas Call 90 EMR 20.06.202.../ DE000PC39EB7 /
| 08/08/2024 10:15:39 |
Chg.-0.74 |
Bid10:47:10 |
Ask10:47:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
-31.62% |
1.60
Bid Size: 11,400 |
1.62
Ask Size: 11,400 |
Emerson Electric Co |
90.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PC39EB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
0.87 |
| Time value: |
0.76 |
| Break-even: |
98.66 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.24% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
4.06 |
| Rho: |
0.43 |
Quote data
| Open: |
1.59 |
| High: |
1.60 |
| Low: |
1.59 |
| Previous Close: |
2.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.76% |
| 1 Month |
|
|
-31.33% |
| 3 Months |
|
|
-25.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.95 |
2.20 |
| 1M High / 1M Low: |
3.08 |
2.20 |
| 6M High / 6M Low: |
3.08 |
1.94 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.16% |
| Volatility 6M: |
|
79.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
