BNP Paribas Call 75 EMR 16.01.2026
/ DE000PZ1ZAM1
BNP Paribas Call 75 EMR 16.01.202.../ DE000PZ1ZAM1 /
| 04/09/2024 08:32:49 |
Chg.-0.26 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.88EUR |
-8.28% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
75.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
01/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
2.45 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
2.45 |
| Time value: |
0.53 |
| Break-even: |
97.68 |
| Moneyness: |
1.36 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
1.02% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
2.74 |
| Rho: |
0.71 |
Quote data
| Open: |
2.88 |
| High: |
2.88 |
| Low: |
2.88 |
| Previous Close: |
3.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.49% |
| 1 Month |
|
|
-26.15% |
| 3 Months |
|
|
-21.74% |
| YTD |
|
|
+9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.14 |
3.08 |
| 1M High / 1M Low: |
3.66 |
2.79 |
| 6M High / 6M Low: |
4.44 |
2.79 |
| High (YTD): |
17/07/2024 |
4.44 |
| Low (YTD): |
31/01/2024 |
2.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.79% |
| Volatility 6M: |
|
65.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
