BNP Paribas Call 75 EMR 16.01.2026
/ DE000PZ1ZAM1
BNP Paribas Call 75 EMR 16.01.202.../ DE000PZ1ZAM1 /
2024-07-29 8:33:21 AM |
Chg.+0.22 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.33EUR |
+5.35% |
- Bid Size: - |
- Ask Size: - |
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: |
4.33 |
High: |
4.33 |
Low: |
4.33 |
Previous Close: |
4.11 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.59% |
1 Month |
|
|
+17.98% |
3 Months |
|
|
+16.71% |
YTD |
|
|
+64.02% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.33 |
4.04 |
1M High / 1M Low: |
4.44 |
3.62 |
6M High / 6M Low: |
4.44 |
2.29 |
High (YTD): |
2024-07-17 |
4.44 |
Low (YTD): |
2024-01-31 |
2.29 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.20 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.72 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.31% |
Volatility 6M: |
|
59.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |