BNP Paribas Call 85 EMR 20.12.2024
/ DE000PZ1Y936
BNP Paribas Call 85 EMR 20.12.202.../ DE000PZ1Y936 /
| 10/8/2024 1:44:34 PM |
Chg.+0.06 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.51EUR |
+2.45% |
-
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: |
4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.56 |
| Intrinsic value: |
2.51 |
| Implied volatility: |
- |
| Historic volatility: |
0.22 |
| Parity: |
2.51 |
| Time value: |
-0.06 |
| Break-even: |
101.95 |
| Moneyness: |
1.32 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
-0.13 |
| Spread %: |
-5.04% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.58 |
| High: |
2.58 |
| Low: |
2.51 |
| Previous Close: |
2.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.57% |
| 1 Month |
|
|
+65.13% |
| 3 Months |
|
|
+3.29% |
| YTD |
|
|
+49.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
2.25 |
| 1M High / 1M Low: |
2.45 |
1.43 |
| 6M High / 6M Low: |
3.24 |
1.43 |
| High (YTD): |
7/17/2024 |
3.24 |
| Low (YTD): |
1/31/2024 |
1.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.05% |
| Volatility 6M: |
|
105.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
