BNP Paribas Call 105 EMR 20.12.20.../  DE000PZ1Y977  /

EUWAX
2024-07-29  8:33:20 AM Chg.+0.18 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.53EUR +13.33% -
Bid Size: -
-
Ask Size: -
Emerson Electric Co 105.00 USD 2024-12-20 Call
 

Master data

WKN: PZ1Y97
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Call
Strike price: 105.00 USD
Maturity: 2024-12-20
Issue date: 2023-12-01
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.13
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 1.09
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 1.09
Time value: 0.42
Break-even: 111.85
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.34%
Delta: 0.77
Theta: -0.03
Omega: 5.52
Rho: 0.27
 

Quote data

Open: 1.53
High: 1.53
Low: 1.53
Previous Close: 1.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.07%
1 Month  
+64.52%
3 Months  
+33.04%
YTD  
+142.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.52 1.29
1M High / 1M Low: 1.61 0.90
6M High / 6M Low: 1.61 0.41
High (YTD): 2024-07-17 1.61
Low (YTD): 2024-01-31 0.41
52W High: - -
52W Low: - -
Avg. price 1W:   1.41
Avg. volume 1W:   0.00
Avg. price 1M:   1.24
Avg. volume 1M:   0.00
Avg. price 6M:   1.15
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.89%
Volatility 6M:   162.90%
Volatility 1Y:   -
Volatility 3Y:   -