BNP Paribas Call 90 EMR 20.06.2025
/ DE000PC39EB7
BNP Paribas Call 90 EMR 20.06.202.../ DE000PC39EB7 /
| 5/31/2024 9:50:33 PM |
Chg.+0.030 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.570EUR |
+1.18% |
2.630
Bid Size: 3,700 |
2.660
Ask Size: 3,700 |
Emerson Electric Co |
90.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PC39EB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.04 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
2.04 |
| Time value: |
0.62 |
| Break-even: |
109.56 |
| Moneyness: |
1.25 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.14% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
3.28 |
| Rho: |
0.64 |
Quote data
| Open: |
2.550 |
| High: |
2.570 |
| Low: |
2.450 |
| Previous Close: |
2.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.51% |
| 1 Month |
|
|
+8.44% |
| 3 Months |
|
|
+7.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.770 |
2.540 |
| 1M High / 1M Low: |
2.910 |
2.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.645 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
