BNP Paribas Call 95 EMR 16.01.2026
/ DE000PZ1ZAR0
BNP Paribas Call 95 EMR 16.01.202.../ DE000PZ1ZAR0 /
| 7/29/2024 9:50:20 PM |
Chg.+0.090 |
Bid9:59:10 PM |
Ask9:59:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.950EUR |
+3.15% |
2.930
Bid Size: 8,400 |
2.960
Ask Size: 8,400 |
Emerson Electric Co |
95.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/1/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
2.01 |
| Time value: |
0.87 |
| Break-even: |
116.33 |
| Moneyness: |
1.23 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
1.05% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
3.08 |
| Rho: |
0.88 |
Quote data
| Open: |
2.890 |
| High: |
2.950 |
| Low: |
2.810 |
| Previous Close: |
2.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.03% |
| 1 Month |
|
|
+21.90% |
| 3 Months |
|
|
+22.92% |
| YTD |
|
|
+99.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.920 |
2.640 |
| 1M High / 1M Low: |
3.030 |
2.250 |
| 6M High / 6M Low: |
3.030 |
1.170 |
| High (YTD): |
7/16/2024 |
3.030 |
| Low (YTD): |
1/31/2024 |
1.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.616 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.385 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.55% |
| Volatility 6M: |
|
94.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
