BNP Paribas Call 80 EMR 17.01.2025
/ DE000PZ1Y985
BNP Paribas Call 80 EMR 17.01.202.../ DE000PZ1Y985 /
| 2024-07-26 9:50:28 PM |
Chg.+0.170 |
Bid9:57:07 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.550EUR |
+5.03% |
3.530
Bid Size: 14,300 |
-
Ask Size: - |
Emerson Electric Co |
80.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.52 |
| Intrinsic value: |
3.39 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
3.39 |
| Time value: |
0.15 |
| Break-even: |
109.09 |
| Moneyness: |
1.46 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
2.97 |
| Rho: |
0.33 |
Quote data
| Open: |
3.380 |
| High: |
3.600 |
| Low: |
3.380 |
| Previous Close: |
3.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.11% |
| 1 Month |
|
|
+17.94% |
| 3 Months |
|
|
+14.89% |
| YTD |
|
|
+76.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.630 |
3.310 |
| 1M High / 1M Low: |
3.740 |
2.840 |
| 6M High / 6M Low: |
3.740 |
1.650 |
| High (YTD): |
2024-07-16 |
3.740 |
| Low (YTD): |
2024-01-31 |
1.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.001 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.90% |
| Volatility 6M: |
|
84.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
