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: |
|
- |
