BNP Paribas Call 90 EMR 17.01.2025
/ DE000PZ1ZAA6
BNP Paribas Call 90 EMR 17.01.202.../ DE000PZ1ZAA6 /
| 2024-06-10 8:31:35 AM |
Chg.+0.09 |
Bid2024-06-10 |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
+4.64% |
2.03
Bid Size: 2,500 |
2.07
Ask Size: 2,500 |
Emerson Electric Co |
90.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ1ZAA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
1.66 |
| Time value: |
0.41 |
| Break-even: |
104.02 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
1.47% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
4.06 |
| Rho: |
0.39 |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
1.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.06% |
| 1 Month |
|
|
-25.37% |
| 3 Months |
|
|
-13.25% |
| YTD |
|
|
+43.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.39 |
1.94 |
| 1M High / 1M Low: |
2.72 |
1.94 |
| 6M High / 6M Low: |
2.72 |
0.99 |
| High (YTD): |
2024-05-10 |
2.72 |
| Low (YTD): |
2024-01-31 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.45% |
| Volatility 6M: |
|
101.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
