BNP Paribas Call 80 EMR 17.01.2025
/ DE000PZ1Y985
BNP Paribas Call 80 EMR 17.01.202.../ DE000PZ1Y985 /
| 28/06/2024 21:50:28 |
Chg.+0.160 |
Bid21:59:48 |
Ask28/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.010EUR |
+5.61% |
3.010
Bid Size: 15,300 |
-
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: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.97 |
| Intrinsic value: |
2.82 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
2.82 |
| Time value: |
0.17 |
| Break-even: |
104.57 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.66% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
3.33 |
| Rho: |
0.39 |
Quote data
| Open: |
2.860 |
| High: |
3.090 |
| Low: |
2.850 |
| Previous Close: |
2.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.88% |
| 1 Month |
|
|
-2.27% |
| 3 Months |
|
|
-9.88% |
| YTD |
|
|
+49.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.010 |
2.670 |
| 1M High / 1M Low: |
3.120 |
2.640 |
| 6M High / 6M Low: |
3.500 |
1.650 |
| High (YTD): |
10/05/2024 |
3.500 |
| Low (YTD): |
31/01/2024 |
1.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.855 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.784 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.19% |
| Volatility 6M: |
|
84.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
