BNP Paribas Call 125 EMR 20.12.2024
/ DE000PC5C1N2
BNP Paribas Call 125 EMR 20.12.20.../ DE000PC5C1N2 /
| 2024-09-26 2:21:01 PM |
Chg.+0.002 |
Bid2024-09-26 |
Ask2024-09-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
+8.33% |
0.026
Bid Size: 29,000 |
0.091
Ask Size: 29,000 |
Emerson Electric Co |
125.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC5C1N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
103.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
-1.85 |
| Time value: |
0.09 |
| Break-even: |
113.22 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.07 |
| Spread %: |
279.17% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
14.19 |
| Rho: |
0.03 |
Quote data
| Open: |
0.025 |
| High: |
0.027 |
| Low: |
0.025 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.22% |
| 1 Month |
|
|
-53.57% |
| 3 Months |
|
|
-83.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.045 |
0.024 |
| 1M High / 1M Low: |
0.056 |
0.015 |
| 6M High / 6M Low: |
0.600 |
0.015 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.269 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
442.81% |
| Volatility 6M: |
|
277.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
