BNP Paribas Call 95 EMR 16.01.2026
/ DE000PZ1ZAR0
BNP Paribas Call 95 EMR 16.01.202.../ DE000PZ1ZAR0 /
| 11/11/2024 8:37:50 AM |
Chg.+0.04 |
Bid11/11/2024 |
Ask11/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.57EUR |
+1.13% |
3.57
Bid Size: 5,550 |
3.60
Ask Size: 5,550 |
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: |
3.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.46 |
| Intrinsic value: |
3.01 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
3.01 |
| Time value: |
0.57 |
| Break-even: |
124.47 |
| Moneyness: |
1.34 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.85% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
2.93 |
| Rho: |
0.82 |
Quote data
| Open: |
3.57 |
| High: |
3.57 |
| Low: |
3.57 |
| Previous Close: |
3.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.00% |
| 1 Month |
|
|
+57.27% |
| 3 Months |
|
|
+84.97% |
| YTD |
|
|
+138.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.65 |
2.10 |
| 1M High / 1M Low: |
3.65 |
2.09 |
| 6M High / 6M Low: |
3.65 |
1.45 |
| High (YTD): |
11/7/2024 |
3.65 |
| Low (YTD): |
1/31/2024 |
1.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.71% |
| Volatility 6M: |
|
103.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
