BNP Paribas Call 105 EMR 20.12.2024
/ DE000PZ1Y977
BNP Paribas Call 105 EMR 20.12.20.../ DE000PZ1Y977 /
| 05/09/2024 08:37:51 |
Chg.-0.030 |
Bid11:31:12 |
Ask11:31:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-7.50% |
0.380
Bid Size: 10,300 |
0.440
Ask Size: 10,300 |
Emerson Electric Co |
105.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
-0.37 |
| Time value: |
0.42 |
| Break-even: |
98.96 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.45 |
| Theta: |
-0.03 |
| Omega: |
9.74 |
| Rho: |
0.11 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.19% |
| 1 Month |
|
|
-59.78% |
| 3 Months |
|
|
-58.43% |
| YTD |
|
|
-41.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.400 |
| 1M High / 1M Low: |
1.040 |
0.400 |
| 6M High / 6M Low: |
1.610 |
0.400 |
| High (YTD): |
17/07/2024 |
1.610 |
| Low (YTD): |
04/09/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.601 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.124 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.81% |
| Volatility 6M: |
|
171.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
