BNP Paribas Call 105 EMR 16.01.2026
/ DE000PZ1ZAT6
BNP Paribas Call 105 EMR 16.01.20.../ DE000PZ1ZAT6 /
| 2024-07-29 9:50:30 PM |
Chg.+0.090 |
Bid9:58:42 PM |
Ask9:58:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.330EUR |
+4.02% |
2.310
Bid Size: 7,000 |
2.330
Ask Size: 7,000 |
Emerson Electric Co |
105.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PZ1ZAT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 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: |
4.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
1.09 |
| Time value: |
1.16 |
| Break-even: |
119.25 |
| Moneyness: |
1.11 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.90% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
3.55 |
| Rho: |
0.84 |
Quote data
| Open: |
2.270 |
| High: |
2.330 |
| Low: |
2.200 |
| Previous Close: |
2.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.30% |
| 1 Month |
|
|
+26.63% |
| 3 Months |
|
|
+27.32% |
| YTD |
|
|
+124.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.300 |
2.050 |
| 1M High / 1M Low: |
2.390 |
1.680 |
| 6M High / 6M Low: |
2.390 |
0.790 |
| High (YTD): |
2024-07-16 |
2.390 |
| Low (YTD): |
2024-01-31 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.819 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.77% |
| Volatility 6M: |
|
113.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
