BNP Paribas Call 90 EMR 16.01.2026
/ DE000PZ1ZAQ2
BNP Paribas Call 90 EMR 16.01.202.../ DE000PZ1ZAQ2 /
2024-07-29 9:50:20 PM |
Chg.+0.090 |
Bid9:59:10 PM |
Ask9:59:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.290EUR |
+2.81% |
3.270 Bid Size: 9,400 |
3.300 Ask Size: 9,400 |
Emerson Electric Co |
90.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PZ1ZAQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 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: |
3.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.01 |
Intrinsic value: |
2.47 |
Implied volatility: |
0.28 |
Historic volatility: |
0.20 |
Parity: |
2.47 |
Time value: |
0.74 |
Break-even: |
115.03 |
Moneyness: |
1.30 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
0.94% |
Delta: |
0.86 |
Theta: |
-0.01 |
Omega: |
2.89 |
Rho: |
0.89 |
Quote data
Open: |
3.230 |
High: |
3.290 |
Low: |
3.150 |
Previous Close: |
3.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.92% |
1 Month |
|
|
+20.07% |
3 Months |
|
|
+20.96% |
YTD |
|
|
+90.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.260 |
2.970 |
1M High / 1M Low: |
3.380 |
2.560 |
6M High / 6M Low: |
3.380 |
1.400 |
High (YTD): |
2024-07-16 |
3.380 |
Low (YTD): |
2024-01-31 |
1.400 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.148 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.946 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.698 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.72% |
Volatility 6M: |
|
85.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |