BNP Paribas Call 85 EMR 16.01.2026
/ DE000PZ1ZAP4
BNP Paribas Call 85 EMR 16.01.202.../ DE000PZ1ZAP4 /
2024-09-04 8:32:49 AM |
Chg.-0.23 |
Bid6:32:49 PM |
Ask6:32:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.22EUR |
-9.39% |
2.18 Bid Size: 18,800 |
2.20 Ask Size: 18,800 |
Emerson Electric Co |
85.00 USD |
2026-01-16 |
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: |
2026-01-16 |
Issue date: |
2023-12-01 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.12 |
Intrinsic value: |
1.54 |
Implied volatility: |
0.28 |
Historic volatility: |
0.22 |
Parity: |
1.54 |
Time value: |
0.76 |
Break-even: |
99.93 |
Moneyness: |
1.20 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
1.32% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
3.23 |
Rho: |
0.70 |
Quote data
Open: |
2.22 |
High: |
2.22 |
Low: |
2.22 |
Previous Close: |
2.45 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.50% |
1 Month |
|
|
-30.19% |
3 Months |
|
|
-25.50% |
YTD |
|
|
+9.36% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.45 |
2.40 |
1M High / 1M Low: |
2.97 |
2.17 |
6M High / 6M Low: |
3.69 |
2.17 |
High (YTD): |
2024-07-17 |
3.69 |
Low (YTD): |
2024-01-31 |
1.70 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.43 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.48 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.06 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.61% |
Volatility 6M: |
|
76.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |