BNP Paribas Call 80 EMR 17.01.2025
/ DE000PZ1Y985
BNP Paribas Call 80 EMR 17.01.202.../ DE000PZ1Y985 /
| 2024-06-07 8:32:44 AM |
Chg.-0.15 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.73EUR |
-5.21% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
80.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ1Y98 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 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: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
2.59 |
| Time value: |
0.28 |
| Break-even: |
102.76 |
| Moneyness: |
1.35 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
1.06% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
3.18 |
| Rho: |
0.38 |
Quote data
| Open: |
2.73 |
| High: |
2.73 |
| Low: |
2.73 |
| Previous Close: |
2.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.65% |
| 1 Month |
|
|
-21.78% |
| 3 Months |
|
|
-11.65% |
| YTD |
|
|
+33.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.20 |
2.73 |
| 1M High / 1M Low: |
3.55 |
2.73 |
| 6M High / 6M Low: |
3.55 |
1.56 |
| High (YTD): |
2024-05-10 |
3.55 |
| Low (YTD): |
2024-01-31 |
1.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.46% |
| Volatility 6M: |
|
78.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
