BNP Paribas Call 90 EMR 20.09.2024
/ DE000PC39D50
BNP Paribas Call 90 EMR 20.09.202.../ DE000PC39D50 /
| 2024-07-23 9:50:22 PM |
Chg.0.000 |
Bid9:59:03 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.610EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
90.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PC39D5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-07-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.20 |
| Parity: |
1.89 |
| Time value: |
0.72 |
| Break-even: |
116.10 |
| Moneyness: |
1.21 |
| Premium: |
0.07 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.02 |
| Spread %: |
0.77% |
| Delta: |
0.76 |
| Theta: |
-0.12 |
| Omega: |
3.18 |
| Rho: |
0.08 |
Quote data
| Open: |
2.580 |
| High: |
2.680 |
| Low: |
2.550 |
| Previous Close: |
2.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+32.49% |
| 3 Months |
|
|
+36.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.610 |
2.610 |
| 1M High / 1M Low: |
2.730 |
1.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.231 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
