BNP Paribas Call 105 EMR 21.06.2024
/ DE000PC2X7N7
BNP Paribas Call 105 EMR 21.06.20.../ DE000PC2X7N7 /
| 2024-06-05 8:33:27 AM |
Chg.-0.140 |
Bid1:41:52 PM |
Ask1:41:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-32.56% |
0.300
Bid Size: 10,000 |
0.320
Ask Size: 9,375 |
Emerson Electric Co |
105.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC2X7N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.17 |
| Time value: |
0.14 |
| Break-even: |
99.59 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
0.65 |
| Theta: |
-0.07 |
| Omega: |
20.71 |
| Rho: |
0.03 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.72% |
| 1 Month |
|
|
-43.14% |
| 3 Months |
|
|
-63.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.430 |
| 1M High / 1M Low: |
1.060 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.771 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
489.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
