BNP Paribas Call 90 EMR 16.01.2026
/ DE000PZ1ZAQ2
BNP Paribas Call 90 EMR 16.01.202.../ DE000PZ1ZAQ2 /
| 2024-07-29 8:33:21 AM |
Chg.+0.20 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.23EUR |
+6.60% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.23 |
| High: |
3.23 |
| Low: |
3.23 |
| Previous Close: |
3.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.19% |
| 1 Month |
|
|
+23.75% |
| 3 Months |
|
|
+20.97% |
| YTD |
|
|
+84.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.23 |
2.96 |
| 1M High / 1M Low: |
3.34 |
2.56 |
| 6M High / 6M Low: |
3.34 |
1.44 |
| High (YTD): |
2024-07-17 |
3.34 |
| Low (YTD): |
2024-01-31 |
1.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.28% |
| Volatility 6M: |
|
76.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
