BNP Paribas Call 105 EMR 16.01.2026
/ DE000PZ1ZAT6
BNP Paribas Call 105 EMR 16.01.20.../ DE000PZ1ZAT6 /
| 08/11/2024 21:50:31 |
Chg.+0.020 |
Bid21:59:08 |
Ask21:59:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.830EUR |
+0.71% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
105.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
01/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.71 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
2.08 |
| Time value: |
0.78 |
| Break-even: |
126.57 |
| Moneyness: |
1.21 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.06% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
3.38 |
| Rho: |
0.81 |
Quote data
| Open: |
2.820 |
| High: |
2.920 |
| Low: |
2.810 |
| Previous Close: |
2.810 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.56% |
| 1 Month |
|
|
+59.89% |
| 3 Months |
|
|
+111.19% |
| YTD |
|
|
+172.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.840 |
1.640 |
| 1M High / 1M Low: |
2.840 |
1.530 |
| 6M High / 6M Low: |
2.840 |
1.010 |
| High (YTD): |
06/11/2024 |
2.840 |
| Low (YTD): |
31/01/2024 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.812 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.691 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.32% |
| Volatility 6M: |
|
114.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
