BNP Paribas Call 100 EMR 16.01.2026
/ DE000PZ1ZAS8
BNP Paribas Call 100 EMR 16.01.20.../ DE000PZ1ZAS8 /
| 11/11/2024 9:21:15 AM |
Chg.+0.030 |
Bid11/11/2024 |
Ask11/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.210EUR |
+0.94% |
3.210
Bid Size: 4,850 |
3.240
Ask Size: 4,850 |
Emerson Electric Co |
100.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PZ1ZAS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/1/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
2.54 |
| Time value: |
0.67 |
| Break-even: |
125.40 |
| Moneyness: |
1.27 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
0.94% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
3.15 |
| Rho: |
0.82 |
Quote data
| Open: |
3.200 |
| High: |
3.210 |
| Low: |
3.200 |
| Previous Close: |
3.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.06% |
| 1 Month |
|
|
+55.07% |
| 3 Months |
|
|
+104.46% |
| YTD |
|
|
+156.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.190 |
1.910 |
| 1M High / 1M Low: |
3.190 |
1.810 |
| 6M High / 6M Low: |
3.190 |
1.220 |
| High (YTD): |
11/6/2024 |
3.190 |
| Low (YTD): |
1/31/2024 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.963 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.18% |
| Volatility 6M: |
|
106.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
