BNP Paribas Call 85 EMR 20.12.2024
/ DE000PZ1Y936
BNP Paribas Call 85 EMR 20.12.202.../ DE000PZ1Y936 /
9/4/2024 9:50:40 PM |
Chg.-0.090 |
Bid9:55:56 PM |
Ask9:55:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.600EUR |
-5.33% |
- Bid Size: - |
- Ask Size: - |
Emerson Electric Co |
85.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PZ1Y93 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
12/1/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.64 |
Intrinsic value: |
1.54 |
Implied volatility: |
0.33 |
Historic volatility: |
0.22 |
Parity: |
1.54 |
Time value: |
0.19 |
Break-even: |
94.23 |
Moneyness: |
1.20 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
1.17% |
Delta: |
0.88 |
Theta: |
-0.02 |
Omega: |
4.68 |
Rho: |
0.19 |
Quote data
Open: |
1.680 |
High: |
1.730 |
Low: |
1.580 |
Previous Close: |
1.690 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-15.34% |
1 Month |
|
|
-26.94% |
3 Months |
|
|
-33.05% |
YTD |
|
|
-3.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.970 |
1.600 |
1M High / 1M Low: |
2.330 |
1.600 |
6M High / 6M Low: |
3.280 |
1.600 |
High (YTD): |
7/16/2024 |
3.280 |
Low (YTD): |
1/31/2024 |
1.280 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.818 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.901 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.555 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
138.05% |
Volatility 6M: |
|
88.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |