BNP Paribas Call 95 EMR 20.12.2024
/ DE000PZ1Y951
BNP Paribas Call 95 EMR 20.12.202.../ DE000PZ1Y951 /
| 2024-09-09 6:05:18 PM |
Chg.+0.080 |
Bid6:12:12 PM |
Ask6:12:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+10.39% |
0.840
Bid Size: 25,200 |
0.860
Ask Size: 25,200 |
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: |
11.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
0.29 |
| Time value: |
0.49 |
| Break-even: |
93.49 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
7.19 |
| Rho: |
0.13 |
Quote data
| Open: |
0.750 |
| High: |
0.860 |
| Low: |
0.750 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.72% |
| 1 Month |
|
|
-27.35% |
| 3 Months |
|
|
-46.88% |
| YTD |
|
|
-20.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.770 |
| 1M High / 1M Low: |
1.190 |
0.770 |
| 6M High / 6M Low: |
2.430 |
0.770 |
| High (YTD): |
2024-07-16 |
2.430 |
| Low (YTD): |
2024-01-31 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.756 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.96% |
| Volatility 6M: |
|
116.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
