BNP Paribas Call 100 EMR 16.01.2026
/ DE000PZ1ZAS8
BNP Paribas Call 100 EMR 16.01.20.../ DE000PZ1ZAS8 /
| 2024-07-29 9:50:30 PM |
Chg.+0.090 |
Bid9:59:10 PM |
Ask9:59:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.630EUR |
+3.54% |
2.610
Bid Size: 7,600 |
2.630
Ask Size: 7,600 |
Emerson Electric Co |
100.00 USD |
2026-01-16 |
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: |
2026-01-16 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
1.55 |
| Time value: |
1.00 |
| Break-even: |
117.64 |
| Moneyness: |
1.17 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.79% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
3.32 |
| Rho: |
0.87 |
Quote data
| Open: |
2.570 |
| High: |
2.630 |
| Low: |
2.500 |
| Previous Close: |
2.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.15% |
| 1 Month |
|
|
+24.06% |
| 3 Months |
|
|
+24.64% |
| YTD |
|
|
+110.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.600 |
2.330 |
| 1M High / 1M Low: |
2.700 |
1.960 |
| 6M High / 6M Low: |
2.700 |
0.960 |
| High (YTD): |
2024-07-16 |
2.700 |
| Low (YTD): |
2024-01-31 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.092 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.90% |
| Volatility 6M: |
|
104.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
