BNP Paribas Call 100 EMR 16.01.2026
/ DE000PZ1ZAS8
BNP Paribas Call 100 EMR 16.01.20.../ DE000PZ1ZAS8 /
| 04/09/2024 18:35:28 |
Chg.-0.060 |
Bid18:43:49 |
Ask18:43:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
-4.26% |
1.340
Bid Size: 14,800 |
1.360
Ask Size: 14,800 |
Emerson Electric Co |
100.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
01/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
0.18 |
| Time value: |
1.27 |
| Break-even: |
105.01 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.40% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
4.12 |
| Rho: |
0.62 |
Quote data
| Open: |
1.400 |
| High: |
1.440 |
| Low: |
1.340 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.18% |
| 1 Month |
|
|
-31.47% |
| 3 Months |
|
|
-27.42% |
| YTD |
|
|
+8.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.410 |
| 1M High / 1M Low: |
1.970 |
1.410 |
| 6M High / 6M Low: |
2.700 |
1.410 |
| High (YTD): |
16/07/2024 |
2.700 |
| Low (YTD): |
31/01/2024 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.109 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.85% |
| Volatility 6M: |
|
86.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
