BNP Paribas Call 95 EMR 20.09.2024
/ DE000PC39D68
BNP Paribas Call 95 EMR 20.09.202.../ DE000PC39D68 /
8/2/2024 9:50:36 PM |
Chg.-0.360 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.390EUR |
-20.57% |
- Bid Size: - |
- Ask Size: - |
Emerson Electric Co |
95.00 - |
9/20/2024 |
Call |
Master data
WKN: |
PC39D6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 - |
Maturity: |
9/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
8/5/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.21 |
Historic volatility: |
0.22 |
Parity: |
-0.03 |
Time value: |
1.45 |
Break-even: |
109.50 |
Moneyness: |
1.00 |
Premium: |
0.16 |
Premium p.a.: |
3.20 |
Spread abs.: |
0.02 |
Spread %: |
1.40% |
Delta: |
0.58 |
Theta: |
-0.20 |
Omega: |
3.77 |
Rho: |
0.04 |
Quote data
Open: |
1.690 |
High: |
1.690 |
Low: |
1.300 |
Previous Close: |
1.750 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-26.46% |
3 Months |
|
|
-28.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.280 |
1.390 |
6M High / 6M Low: |
2.280 |
1.210 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.014 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.697 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.62% |
Volatility 6M: |
|
111.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |