BNP Paribas Call 98 EMR 20.12.2024
/ DE000PC2X7V0
BNP Paribas Call 98 EMR 20.12.202.../ DE000PC2X7V0 /
| 2024-07-30 2:50:32 PM |
Chg.+0.050 |
Bid2024-07-30 |
Ask2024-07-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
+2.38% |
2.150
Bid Size: 15,200 |
2.170
Ask Size: 15,200 |
Emerson Electric Co |
98.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC2X7V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
1.83 |
| Time value: |
0.28 |
| Break-even: |
111.68 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.96% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
4.48 |
| Rho: |
0.29 |
Quote data
| Open: |
2.080 |
| High: |
2.190 |
| Low: |
2.080 |
| Previous Close: |
2.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.86% |
| 1 Month |
|
|
+42.38% |
| 3 Months |
|
|
+41.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.100 |
1.790 |
| 1M High / 1M Low: |
2.190 |
1.370 |
| 6M High / 6M Low: |
2.190 |
0.630 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.604 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.61% |
| Volatility 6M: |
|
148.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
