BNP Paribas Call 90 EMR 16.01.2026
/ DE000PZ1ZAQ2
BNP Paribas Call 90 EMR 16.01.202.../ DE000PZ1ZAQ2 /
9/4/2024 8:32:49 AM |
Chg.-0.22 |
Bid9:41:17 PM |
Ask9:41:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.91EUR |
-10.33% |
1.86 Bid Size: 17,000 |
1.88 Ask Size: 17,000 |
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: |
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: |
1.91 |
High: |
1.91 |
Low: |
1.91 |
Previous Close: |
2.13 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.61% |
1 Month |
|
|
-32.75% |
3 Months |
|
|
-27.92% |
YTD |
|
|
+9.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.13 |
2.09 |
1M High / 1M Low: |
2.65 |
1.88 |
6M High / 6M Low: |
3.34 |
1.88 |
High (YTD): |
7/17/2024 |
3.34 |
Low (YTD): |
1/31/2024 |
1.44 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.73 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.71% |
Volatility 6M: |
|
82.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |