BNP Paribas Call 95 EMR 20.12.2024
/ DE000PZ1Y951
BNP Paribas Call 95 EMR 20.12.202.../ DE000PZ1Y951 /
| 8/2/2024 9:50:29 PM |
Chg.-0.330 |
Bid9:56:49 PM |
Ask9:56:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.620EUR |
-16.92% |
1.660
Bid Size: 16,500 |
1.680
Ask Size: 16,500 |
Emerson Electric Co |
95.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
1.30 |
| Time value: |
0.38 |
| Break-even: |
103.87 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.20% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
4.76 |
| Rho: |
0.24 |
Quote data
| Open: |
1.890 |
| High: |
1.890 |
| Low: |
1.540 |
| Previous Close: |
1.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.00% |
| 1 Month |
|
|
-3.57% |
| 3 Months |
|
|
+3.85% |
| YTD |
|
|
+51.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.340 |
1.620 |
| 1M High / 1M Low: |
2.430 |
1.620 |
| 6M High / 6M Low: |
2.430 |
0.820 |
| High (YTD): |
7/16/2024 |
2.430 |
| Low (YTD): |
1/31/2024 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.849 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.47% |
| Volatility 6M: |
|
136.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
