BNP Paribas Call 95 EMR 20.12.2024
/ DE000PZ1Y951
BNP Paribas Call 95 EMR 20.12.202.../ DE000PZ1Y951 /
| 09/07/2024 21:50:24 |
Chg.-0.020 |
Bid21:59:23 |
Ask21:59:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.690EUR |
-1.17% |
1.670
Bid Size: 16,300 |
1.690
Ask Size: 16,300 |
Emerson Electric Co |
95.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
1.38 |
| Time value: |
0.33 |
| Break-even: |
104.81 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.18% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
4.94 |
| Rho: |
0.30 |
Quote data
| Open: |
1.700 |
| High: |
1.730 |
| Low: |
1.640 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.20% |
| 1 Month |
|
|
+2.42% |
| 3 Months |
|
|
-23.18% |
| YTD |
|
|
+57.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.710 |
1.650 |
| 1M High / 1M Low: |
1.740 |
1.440 |
| 6M High / 6M Low: |
2.260 |
0.750 |
| High (YTD): |
08/04/2024 |
2.260 |
| Low (YTD): |
31/01/2024 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.622 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.671 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.02% |
| Volatility 6M: |
|
133.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
