BNP Paribas Call 80 EMR 17.01.2025
/ DE000PZ1Y985
BNP Paribas Call 80 EMR 17.01.202.../ DE000PZ1Y985 /
| 9/13/2024 9:50:23 PM |
Chg.+0.050 |
Bid9:57:45 PM |
Ask9:57:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.160EUR |
+2.37% |
2.160
Bid Size: 17,500 |
2.200
Ask Size: 17,500 |
Emerson Electric Co |
80.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
12/1/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
1.99 |
| Time value: |
0.21 |
| Break-even: |
94.23 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
1.85% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
3.72 |
| Rho: |
0.21 |
Quote data
| Open: |
2.110 |
| High: |
2.210 |
| Low: |
2.100 |
| Previous Close: |
2.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.89% |
| 1 Month |
|
|
-7.30% |
| 3 Months |
|
|
-20.30% |
| YTD |
|
|
+7.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
1.920 |
| 1M High / 1M Low: |
2.430 |
1.880 |
| 6M High / 6M Low: |
3.740 |
1.880 |
| High (YTD): |
7/16/2024 |
3.740 |
| Low (YTD): |
1/31/2024 |
1.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.948 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.91% |
| Volatility 6M: |
|
77.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
