BNP Paribas Call 75 EMR 16.01.2026
/ DE000PZ1ZAM1
BNP Paribas Call 75 EMR 16.01.202.../ DE000PZ1ZAM1 /
| 11/11/2024 8:50:38 AM |
Chg.+0.030 |
Bid8:55:07 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.170EUR |
+0.58% |
5.170
Bid Size: 3,250 |
-
Ask Size: - |
Emerson Electric Co |
75.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/1/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.14 |
| Intrinsic value: |
4.88 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
4.88 |
| Time value: |
0.26 |
| Break-even: |
121.41 |
| Moneyness: |
1.70 |
| Premium: |
0.02 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
2.29 |
| Rho: |
0.78 |
Quote data
| Open: |
5.160 |
| High: |
5.170 |
| Low: |
5.160 |
| Previous Close: |
5.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.41% |
| 1 Month |
|
|
+35.70% |
| 3 Months |
|
|
+66.24% |
| YTD |
|
|
+98.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.140 |
3.580 |
| 1M High / 1M Low: |
5.140 |
3.490 |
| 6M High / 6M Low: |
5.140 |
2.640 |
| High (YTD): |
11/8/2024 |
5.140 |
| Low (YTD): |
1/31/2024 |
2.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.846 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.615 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.81% |
| Volatility 6M: |
|
72.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
