BNP Paribas Call 85 EMR 16.01.2026
/ DE000PZ1ZAP4
BNP Paribas Call 85 EMR 16.01.202.../ DE000PZ1ZAP4 /
08/10/2024 15:50:36 |
Chg.-0.250 |
Bid16:03:28 |
Ask16:03:28 |
Underlying |
Strike price |
Expiration date |
Option type |
2.800EUR |
-8.20% |
2.810 Bid Size: 21,400 |
2.840 Ask Size: 21,400 |
Emerson Electric Co |
85.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
PZ1ZAP |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 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: |
3.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.93 |
Intrinsic value: |
2.51 |
Implied volatility: |
0.30 |
Historic volatility: |
0.22 |
Parity: |
2.51 |
Time value: |
0.58 |
Break-even: |
108.35 |
Moneyness: |
1.32 |
Premium: |
0.06 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.03 |
Spread %: |
0.98% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
2.88 |
Rho: |
0.74 |
Quote data
Open: |
3.050 |
High: |
3.050 |
Low: |
2.790 |
Previous Close: |
3.050 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.08% |
1 Month |
|
|
+40.70% |
3 Months |
|
|
-6.35% |
YTD |
|
|
+39.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.050 |
2.770 |
1M High / 1M Low: |
3.050 |
2.040 |
6M High / 6M Low: |
3.730 |
1.990 |
High (YTD): |
16/07/2024 |
3.730 |
Low (YTD): |
31/01/2024 |
1.660 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.888 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.496 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.916 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.84% |
Volatility 6M: |
|
72.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |