BNP Paribas Call 80 EMR 17.01.2025
/ DE000PZ1Y985
BNP Paribas Call 80 EMR 17.01.202.../ DE000PZ1Y985 /
17/07/2024 17:35:22 |
Chg.-0.100 |
Bid17:38:17 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.640EUR |
-2.67% |
3.650 Bid Size: 28,400 |
- Ask Size: - |
Emerson Electric Co |
80.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PZ1Y98 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
01/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.70 |
Intrinsic value: |
3.57 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
3.57 |
Time value: |
0.13 |
Break-even: |
110.38 |
Moneyness: |
1.49 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.99 |
Theta: |
-0.01 |
Omega: |
2.93 |
Rho: |
0.36 |
Quote data
Open: |
3.700 |
High: |
3.700 |
Low: |
3.590 |
Previous Close: |
3.740 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.57% |
1 Month |
|
|
+32.36% |
3 Months |
|
|
+17.42% |
YTD |
|
|
+81.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.740 |
3.070 |
1M High / 1M Low: |
3.740 |
2.670 |
6M High / 6M Low: |
3.740 |
1.650 |
High (YTD): |
16/07/2024 |
3.740 |
Low (YTD): |
31/01/2024 |
1.650 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.398 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.001 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.896 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.09% |
Volatility 6M: |
|
84.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |