BNP Paribas Call 90 EMR 16.01.2026
/ DE000PZ1ZAQ2
BNP Paribas Call 90 EMR 16.01.202.../ DE000PZ1ZAQ2 /
| 11/11/2024 8:20:44 AM |
Chg.+0.020 |
Bid8:25:12 AM |
Ask8:25:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.950EUR |
+0.51% |
3.950
Bid Size: 6,500 |
3.980
Ask Size: 6,500 |
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: |
3.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.86 |
| Intrinsic value: |
3.48 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
3.48 |
| Time value: |
0.48 |
| Break-even: |
123.57 |
| Moneyness: |
1.41 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
0.76% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
2.73 |
| Rho: |
0.81 |
Quote data
| Open: |
3.950 |
| High: |
3.950 |
| Low: |
3.950 |
| Previous Close: |
3.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.75% |
| 1 Month |
|
|
+45.76% |
| 3 Months |
|
|
+85.45% |
| YTD |
|
|
+128.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.930 |
2.520 |
| 1M High / 1M Low: |
3.930 |
2.420 |
| 6M High / 6M Low: |
3.930 |
1.720 |
| High (YTD): |
11/8/2024 |
3.930 |
| Low (YTD): |
1/31/2024 |
1.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.746 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.570 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.51% |
| Volatility 6M: |
|
90.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
