BNP Paribas Call 90 EMR 16.01.2026
/ DE000PZ1ZAQ2
BNP Paribas Call 90 EMR 16.01.202.../ DE000PZ1ZAQ2 /
10/8/2024 3:20:16 PM |
Chg.-0.040 |
Bid3:28:26 PM |
Ask3:28:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.660EUR |
-1.48% |
2.640 Bid Size: 2,425 |
2.670 Ask Size: 2,425 |
Emerson Electric Co |
90.00 USD |
1/16/2026 |
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: |
1/16/2026 |
Issue date: |
12/1/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.56 |
Intrinsic value: |
2.05 |
Implied volatility: |
0.29 |
Historic volatility: |
0.22 |
Parity: |
2.05 |
Time value: |
0.69 |
Break-even: |
109.41 |
Moneyness: |
1.25 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
1.11% |
Delta: |
0.83 |
Theta: |
-0.01 |
Omega: |
3.12 |
Rho: |
0.74 |
Quote data
Open: |
2.700 |
High: |
2.700 |
Low: |
2.650 |
Previous Close: |
2.700 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.47% |
1 Month |
|
|
+54.65% |
3 Months |
|
|
+0.38% |
YTD |
|
|
+53.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.700 |
2.430 |
1M High / 1M Low: |
2.700 |
1.750 |
6M High / 6M Low: |
3.380 |
1.720 |
High (YTD): |
7/16/2024 |
3.380 |
Low (YTD): |
1/31/2024 |
1.400 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.546 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.178 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.587 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.73% |
Volatility 6M: |
|
78.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |