BNP Paribas Call 700 EMSN 19.12.2.../  DE000PC39GT4  /

EUWAX
2024-05-31  10:12:07 AM Chg.0.00 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.00EUR 0.00% -
Bid Size: -
-
Ask Size: -
EMS-CHEMIE N 700.00 CHF 2025-12-19 Call
 

Master data

WKN: PC39GT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: EMS-CHEMIE N
Type: Warrant
Option type: Call
Strike price: 700.00 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: 7.38
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.37
Implied volatility: 0.15
Historic volatility: 0.19
Parity: 0.37
Time value: 0.65
Break-even: 817.07
Moneyness: 1.05
Premium: 0.09
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 2.00%
Delta: 0.75
Theta: -0.09
Omega: 5.51
Rho: 7.14
 

Quote data

Open: 1.00
High: 1.00
Low: 1.00
Previous Close: 1.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.91%
1 Month
  -1.96%
3 Months  
+163.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.04 1.00
1M High / 1M Low: 1.21 1.00
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.02
Avg. volume 1W:   0.00
Avg. price 1M:   1.10
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -