BNP Paribas Call 600 EMSN 19.12.2025
/ DE000PC39GS6
BNP Paribas Call 600 EMSN 19.12.2.../ DE000PC39GS6 /
| 2024-06-07 9:21:20 AM |
Chg.+0.020 |
Bid9:48:27 AM |
Ask9:48:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
+1.23% |
1.620
Bid Size: 12,500 |
1.630
Ask Size: 12,500 |
EMS-CHEMIE N |
600.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC39GS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
EMS-CHEMIE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.19 |
| Parity: |
1.33 |
| Time value: |
0.34 |
| Break-even: |
784.84 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
2.45% |
| Delta: |
0.99 |
| Theta: |
-0.06 |
| Omega: |
4.43 |
| Rho: |
8.80 |
Quote data
| Open: |
1.640 |
| High: |
1.640 |
| Low: |
1.640 |
| Previous Close: |
1.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.96% |
| 1 Month |
|
|
-12.77% |
| 3 Months |
|
|
+102.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.690 |
1.590 |
| 1M High / 1M Low: |
1.990 |
1.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
