BNP Paribas Call 100 EMR 17.01.2025
/ DE000PZ1ZAC2
BNP Paribas Call 100 EMR 17.01.20.../ DE000PZ1ZAC2 /
| 7/26/2024 9:50:28 PM |
Chg.+0.140 |
Bid9:59:35 PM |
Ask9:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.920EUR |
+7.87% |
1.910
Bid Size: 15,100 |
1.930
Ask Size: 15,100 |
Emerson Electric Co |
100.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PZ1ZAC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/1/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
1.55 |
| Time value: |
0.38 |
| Break-even: |
111.42 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.05% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
4.62 |
| Rho: |
0.33 |
Quote data
| Open: |
1.770 |
| High: |
1.960 |
| Low: |
1.770 |
| Previous Close: |
1.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.26% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+20.75% |
| YTD |
|
|
+120.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.980 |
1.710 |
| 1M High / 1M Low: |
2.090 |
1.310 |
| 6M High / 6M Low: |
2.090 |
0.600 |
| High (YTD): |
7/16/2024 |
2.090 |
| Low (YTD): |
1/31/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.668 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.525 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.97% |
| Volatility 6M: |
|
147.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
