BNP Paribas Call 90 EMR 17.01.2025
/ DE000PZ1ZAA6
BNP Paribas Call 90 EMR 17.01.202.../ DE000PZ1ZAA6 /
| 29/07/2024 21:50:30 |
Chg.+0.100 |
Bid21:59:41 |
Ask21:59:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.810EUR |
+3.69% |
2.790
Bid Size: 14,600 |
2.810
Ask Size: 14,600 |
Emerson Electric Co |
90.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PZ1ZAA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
01/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
2.47 |
| Time value: |
0.25 |
| Break-even: |
110.13 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.74% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
3.61 |
| Rho: |
0.33 |
Quote data
| Open: |
2.740 |
| High: |
2.810 |
| Low: |
2.660 |
| Previous Close: |
2.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.44% |
| 1 Month |
|
|
+28.90% |
| 3 Months |
|
|
+25.45% |
| YTD |
|
|
+102.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.780 |
2.480 |
| 1M High / 1M Low: |
2.890 |
2.030 |
| 6M High / 6M Low: |
2.890 |
1.050 |
| High (YTD): |
16/07/2024 |
2.890 |
| Low (YTD): |
31/01/2024 |
1.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.445 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.220 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.51% |
| Volatility 6M: |
|
112.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
