BNP Paribas Call 100 EMR 17.01.2025
/ DE000PZ1ZAC2
BNP Paribas Call 100 EMR 17.01.20.../ DE000PZ1ZAC2 /
| 9/3/2024 8:36:41 AM |
Chg.0.000 |
Bid1:16:02 PM |
Ask1:16:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
0.00% |
0.900
Bid Size: 11,900 |
0.920
Ask Size: 11,900 |
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: |
9.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
0.49 |
| Time value: |
0.47 |
| Break-even: |
99.96 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
5.49% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
6.79 |
| Rho: |
0.21 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.30% |
| 1 Month |
|
|
-43.67% |
| 3 Months |
|
|
-45.73% |
| YTD |
|
|
+1.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.860 |
| 1M High / 1M Low: |
1.410 |
0.750 |
| 6M High / 6M Low: |
2.050 |
0.750 |
| High (YTD): |
7/17/2024 |
2.050 |
| Low (YTD): |
1/31/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.960 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.516 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.32% |
| Volatility 6M: |
|
138.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
