BNP Paribas Call 90 EMR 16.01.2026
/ DE000PZ1ZAQ2
BNP Paribas Call 90 EMR 16.01.202.../ DE000PZ1ZAQ2 /
04/09/2024 20:20:41 |
Chg.-0.100 |
Bid04/09/2024 |
Ask04/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.860EUR |
-5.10% |
1.860 Bid Size: 17,000 |
1.880 Ask Size: 17,000 |
Emerson Electric Co |
90.00 USD |
16/01/2026 |
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: |
16/01/2026 |
Issue date: |
01/12/2023 |
Last trading day: |
15/01/2026 |
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 |
|
|
-10.58% |
1 Month |
|
|
-26.77% |
3 Months |
|
|
-24.39% |
YTD |
|
|
+7.51% |
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): |
16/07/2024 |
3.380 |
Low (YTD): |
31/01/2024 |
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: |
|
- |