BNP Paribas Call 95 EMR 16.01.2026
/ DE000PZ1ZAR0
BNP Paribas Call 95 EMR 16.01.202.../ DE000PZ1ZAR0 /
| 2024-07-29 8:33:21 AM |
Chg.+0.19 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.89EUR |
+7.04% |
-
Bid Size: - |
-
Ask Size: - |
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: |
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: |
2.89 |
| High: |
2.89 |
| Low: |
2.89 |
| Previous Close: |
2.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.71% |
| 1 Month |
|
|
+26.20% |
| 3 Months |
|
|
+22.46% |
| YTD |
|
|
+92.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.89 |
2.63 |
| 1M High / 1M Low: |
2.99 |
2.25 |
| 6M High / 6M Low: |
2.99 |
1.20 |
| High (YTD): |
2024-07-17 |
2.99 |
| Low (YTD): |
2024-01-31 |
1.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.12% |
| Volatility 6M: |
|
83.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
