BNP Paribas Call 85 EMR 16.01.2026
/ DE000PZ1ZAP4
BNP Paribas Call 85 EMR 16.01.202.../ DE000PZ1ZAP4 /
| 9/4/2024 8:32:49 AM |
Chg.-0.23 |
Bid9:05:52 PM |
Ask9:05:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
-9.39% |
2.14
Bid Size: 18,800 |
2.16
Ask Size: 18,800 |
Emerson Electric Co |
85.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/1/2023 |
| Last trading day: |
1/15/2026 |
| 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): |
7/17/2024 |
3.69 |
| Low (YTD): |
1/31/2024 |
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: |
|
- |
