BNP Paribas Call 95 EMR 20.06.2025
/ DE000PC39EC5
BNP Paribas Call 95 EMR 20.06.202.../ DE000PC39EC5 /
| 2024-06-21 8:18:47 AM |
Chg.-0.05 |
Bid3:45:11 PM |
Ask3:45:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
-2.48% |
1.89
Bid Size: 9,600 |
1.91
Ask Size: 9,600 |
Emerson Electric Co |
95.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PC39EC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
1.23 |
| Time value: |
0.77 |
| Break-even: |
108.74 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.01% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
3.86 |
| Rho: |
0.57 |
Quote data
| Open: |
1.97 |
| High: |
1.97 |
| Low: |
1.97 |
| Previous Close: |
2.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.51% |
| 1 Month |
|
|
-18.93% |
| 3 Months |
|
|
-15.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.02 |
1.84 |
| 1M High / 1M Low: |
2.50 |
1.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
