BNP Paribas Call 85 EMR 16.01.2026
/ DE000PZ1ZAP4
BNP Paribas Call 85 EMR 16.01.202.../ DE000PZ1ZAP4 /
| 2024-11-12 8:34:24 AM |
Chg.+0.13 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.52EUR |
+2.96% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.47 |
| Intrinsic value: |
4.15 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
4.15 |
| Time value: |
0.41 |
| Break-even: |
125.31 |
| Moneyness: |
1.52 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
0.66% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.49 |
| Rho: |
0.80 |
Quote data
| Open: |
4.52 |
| High: |
4.52 |
| Low: |
4.52 |
| Previous Close: |
4.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.49% |
| 1 Month |
|
|
+53.74% |
| 3 Months |
|
|
+86.78% |
| YTD |
|
|
+122.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.40 |
2.87 |
| 1M High / 1M Low: |
4.40 |
2.74 |
| 6M High / 6M Low: |
4.40 |
2.00 |
| High (YTD): |
2024-11-07 |
4.40 |
| Low (YTD): |
2024-01-31 |
1.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.88% |
| Volatility 6M: |
|
88.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
