BNP Paribas Call 100 EMR 17.01.2025
/ DE000PZ1ZAC2
BNP Paribas Call 100 EMR 17.01.20.../ DE000PZ1ZAC2 /
| 2024-06-07 8:32:46 AM |
Chg.-0.12 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-8.76% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
100.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ1ZAC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.74 |
| Time value: |
0.61 |
| Break-even: |
106.08 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.50% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
5.33 |
| Rho: |
0.36 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.78% |
| 1 Month |
|
|
-36.22% |
| 3 Months |
|
|
-24.70% |
| YTD |
|
|
+42.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.25 |
| 1M High / 1M Low: |
1.96 |
1.25 |
| 6M High / 6M Low: |
1.96 |
0.56 |
| High (YTD): |
2024-05-10 |
1.96 |
| Low (YTD): |
2024-01-31 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.77% |
| Volatility 6M: |
|
133.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
