BNP Paribas Call 115 EMR 17.01.2025
/ DE000PC2X7Y4
BNP Paribas Call 115 EMR 17.01.20.../ DE000PC2X7Y4 /
2024-09-24 12:50:44 PM |
Chg.0.000 |
Bid12:51:47 PM |
Ask12:51:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
0.00% |
0.220 Bid Size: 10,800 |
0.240 Ask Size: 10,800 |
Emerson Electric Co |
115.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PC2X7Y |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-01-04 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
39.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.22 |
Parity: |
-0.90 |
Time value: |
0.24 |
Break-even: |
105.90 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.02 |
Spread %: |
9.09% |
Delta: |
0.31 |
Theta: |
-0.02 |
Omega: |
12.08 |
Rho: |
0.08 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.35% |
1 Month |
|
|
-21.43% |
3 Months |
|
|
-62.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.210 |
1M High / 1M Low: |
0.280 |
0.140 |
6M High / 6M Low: |
1.080 |
0.140 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.228 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.211 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.624 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.75% |
Volatility 6M: |
|
185.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |