BNP Paribas Call 90 EMR 17.01.2025
/ DE000PZ1ZAA6
BNP Paribas Call 90 EMR 17.01.202.../ DE000PZ1ZAA6 /
9/4/2024 6:50:34 PM |
Chg.-0.070 |
Bid9/4/2024 |
Ask9/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.310EUR |
-5.07% |
1.310 Bid Size: 36,000 |
1.330 Ask Size: 36,000 |
Emerson Electric Co |
90.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
12/1/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.29 |
Intrinsic value: |
1.09 |
Implied volatility: |
0.32 |
Historic volatility: |
0.22 |
Parity: |
1.09 |
Time value: |
0.34 |
Break-even: |
95.76 |
Moneyness: |
1.13 |
Premium: |
0.04 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.42% |
Delta: |
0.79 |
Theta: |
-0.02 |
Omega: |
5.11 |
Rho: |
0.22 |
Quote data
Open: |
1.370 |
High: |
1.440 |
Low: |
1.300 |
Previous Close: |
1.380 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-14.38% |
1 Month |
|
|
-35.78% |
3 Months |
|
|
-31.77% |
YTD |
|
|
-5.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.630 |
1.380 |
1M High / 1M Low: |
2.000 |
1.370 |
6M High / 6M Low: |
2.890 |
1.370 |
High (YTD): |
7/16/2024 |
2.890 |
Low (YTD): |
1/31/2024 |
1.050 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.538 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.590 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.216 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
154.14% |
Volatility 6M: |
|
96.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |