BNP Paribas Call 95 EMR 16.01.2026
/ DE000PZ1ZAR0
BNP Paribas Call 95 EMR 16.01.202.../ DE000PZ1ZAR0 /
9/4/2024 8:32:49 AM |
Chg.-0.20 |
Bid9:08:17 PM |
Ask9:08:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.63EUR |
-10.93% |
1.56 Bid Size: 15,600 |
1.58 Ask Size: 15,600 |
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: |
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: |
1.63 |
High: |
1.63 |
Low: |
1.63 |
Previous Close: |
1.83 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.44% |
1 Month |
|
|
-35.32% |
3 Months |
|
|
-30.34% |
YTD |
|
|
+8.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.84 |
1.80 |
1M High / 1M Low: |
2.34 |
1.62 |
6M High / 6M Low: |
2.99 |
1.62 |
High (YTD): |
7/17/2024 |
2.99 |
Low (YTD): |
1/31/2024 |
1.20 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.82 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.88 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.41 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.30% |
Volatility 6M: |
|
88.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |