BNP Paribas Call 90 EMR 16.01.2026
/ DE000PZ1ZAQ2
BNP Paribas Call 90 EMR 16.01.202.../ DE000PZ1ZAQ2 /
| 2024-09-04 6:35:24 PM |
Chg.-0.080 |
Bid6:43:39 PM |
Ask6:43:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.880EUR |
-4.08% |
1.870
Bid Size: 17,000 |
1.890
Ask Size: 17,000 |
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: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
1.09 |
| Time value: |
0.90 |
| Break-even: |
101.36 |
| Moneyness: |
1.13 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.02% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
3.51 |
| Rho: |
0.68 |
Quote data
| Open: |
1.940 |
| High: |
1.990 |
| Low: |
1.860 |
| Previous Close: |
1.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.62% |
| 1 Month |
|
|
-25.98% |
| 3 Months |
|
|
-23.58% |
| YTD |
|
|
+8.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
1.960 |
| 1M High / 1M Low: |
2.550 |
1.940 |
| 6M High / 6M Low: |
3.380 |
1.940 |
| High (YTD): |
2024-07-16 |
3.380 |
| Low (YTD): |
2024-01-31 |
1.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.721 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.57% |
| Volatility 6M: |
|
74.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
