BNP Paribas Call 95 EMR 16.01.2026
/ DE000PZ1ZAR0
BNP Paribas Call 95 EMR 16.01.202.../ DE000PZ1ZAR0 /
| 08/10/2024 13:44:44 |
Chg.+0.04 |
Bid15:42:40 |
Ask15:42:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
+1.75% |
2.15
Bid Size: 8,700 |
2.17
Ask Size: 8,700 |
Emerson Electric Co |
95.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
01/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.21 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
1.60 |
| Time value: |
0.81 |
| Break-even: |
110.67 |
| Moneyness: |
1.18 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.84% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
3.37 |
| Rho: |
0.73 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.33 |
| Previous Close: |
2.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.95% |
| 1 Month |
|
|
+52.29% |
| 3 Months |
|
|
+3.56% |
| YTD |
|
|
+55.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
2.09 |
| 1M High / 1M Low: |
2.29 |
1.45 |
| 6M High / 6M Low: |
2.99 |
1.45 |
| High (YTD): |
17/07/2024 |
2.99 |
| Low (YTD): |
31/01/2024 |
1.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.09% |
| Volatility 6M: |
|
93.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
