BNP Paribas Call 95 EMR 16.01.2026
/ DE000PZ1ZAR0
BNP Paribas Call 95 EMR 16.01.202.../ DE000PZ1ZAR0 /
2024-09-04 6:50:26 PM |
Chg.-0.080 |
Bid2024-09-04 |
Ask2024-09-04 |
Underlying |
Strike price |
Expiration date |
Option type |
1.590EUR |
-4.79% |
1.590 Bid Size: 15,600 |
1.610 Ask Size: 15,600 |
Emerson Electric Co |
95.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PZ1ZAR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Emerson Electric Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 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: |
5.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.51 |
Intrinsic value: |
0.64 |
Implied volatility: |
0.27 |
Historic volatility: |
0.22 |
Parity: |
0.64 |
Time value: |
1.06 |
Break-even: |
102.98 |
Moneyness: |
1.07 |
Premium: |
0.12 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
1.19% |
Delta: |
0.70 |
Theta: |
-0.01 |
Omega: |
3.83 |
Rho: |
0.66 |
Quote data
Open: |
1.650 |
High: |
1.700 |
Low: |
1.590 |
Previous Close: |
1.670 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.67% |
1 Month |
|
|
-29.02% |
3 Months |
|
|
-26.05% |
YTD |
|
|
+7.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.860 |
1.670 |
1M High / 1M Low: |
2.250 |
1.670 |
6M High / 6M Low: |
3.030 |
1.670 |
High (YTD): |
2024-07-16 |
3.030 |
Low (YTD): |
2024-01-31 |
1.170 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.796 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.850 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.405 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.57% |
Volatility 6M: |
|
80.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |