BNP Paribas Call 95 EMR 20.06.2025
/ DE000PC39EC5
BNP Paribas Call 95 EMR 20.06.202.../ DE000PC39EC5 /
| 10/4/2024 5:05:25 PM |
Chg.+0.060 |
Bid5:13:50 PM |
Ask5:13:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.910EUR |
+3.24% |
1.920
Bid Size: 24,400 |
1.950
Ask Size: 24,400 |
Emerson Electric Co |
95.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PC39EC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
1.33 |
| Time value: |
0.54 |
| Break-even: |
104.79 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.08% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
4.18 |
| Rho: |
0.42 |
Quote data
| Open: |
1.850 |
| High: |
1.970 |
| Low: |
1.850 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.70% |
| 1 Month |
|
|
+50.39% |
| 3 Months |
|
|
-7.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.870 |
1.780 |
| 1M High / 1M Low: |
1.870 |
1.140 |
| 6M High / 6M Low: |
2.740 |
1.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.985 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.87% |
| Volatility 6M: |
|
98.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
