BNP Paribas Call 95 EMR 20.12.2024
/ DE000PZ1Y951
BNP Paribas Call 95 EMR 20.12.202.../ DE000PZ1Y951 /
| 2024-07-29 9:50:20 PM |
Chg.+0.090 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.340EUR |
+4.00% |
2.330
Bid Size: 15,000 |
2.350
Ask Size: 15,000 |
Emerson Electric Co |
95.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ1Y95 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
2.01 |
| Time value: |
0.25 |
| Break-even: |
110.13 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
4.23 |
| Rho: |
0.29 |
Quote data
| Open: |
2.280 |
| High: |
2.340 |
| Low: |
2.200 |
| Previous Close: |
2.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.86% |
| 1 Month |
|
|
+34.48% |
| 3 Months |
|
|
+28.57% |
| YTD |
|
|
+118.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.320 |
2.020 |
| 1M High / 1M Low: |
2.430 |
1.590 |
| 6M High / 6M Low: |
2.430 |
0.750 |
| High (YTD): |
2024-07-16 |
2.430 |
| Low (YTD): |
2024-01-31 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.994 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.801 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.79% |
| Volatility 6M: |
|
134.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
