BNP Paribas Call 75 EMR 16.01.2026
/ DE000PZ1ZAM1
BNP Paribas Call 75 EMR 16.01.202.../ DE000PZ1ZAM1 /
| 2024-07-29 9:50:20 PM |
Chg.+0.100 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.390EUR |
+2.33% |
4.380
Bid Size: 14,400 |
4.410
Ask Size: 14,400 |
Emerson Electric Co |
75.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PZ1ZAM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 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: |
2.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.23 |
| Intrinsic value: |
3.86 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
3.86 |
| Time value: |
0.46 |
| Break-even: |
112.31 |
| Moneyness: |
1.56 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
0.70% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.35 |
| Rho: |
0.86 |
Quote data
| Open: |
4.330 |
| High: |
4.390 |
| Low: |
4.250 |
| Previous Close: |
4.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.69% |
| 1 Month |
|
|
+15.53% |
| 3 Months |
|
|
+16.76% |
| YTD |
|
|
+68.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.360 |
4.040 |
| 1M High / 1M Low: |
4.480 |
3.620 |
| 6M High / 6M Low: |
4.480 |
2.250 |
| High (YTD): |
2024-07-16 |
4.480 |
| Low (YTD): |
2024-01-31 |
2.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.729 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.78% |
| Volatility 6M: |
|
65.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
