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: |
|
- |