BNP Paribas Call 95 EMR 20.12.2024
/ DE000PZ1Y951
BNP Paribas Call 95 EMR 20.12.202.../ DE000PZ1Y951 /
24/06/2024 18:35:25 |
Chg.+0.080 |
Bid18:41:47 |
Ask18:41:47 |
Underlying |
Strike price |
Expiration date |
Option type |
1.700EUR |
+4.94% |
1.680 Bid Size: 31,000 |
1.700 Ask Size: 31,000 |
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: |
6.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.51 |
Intrinsic value: |
1.25 |
Implied volatility: |
0.28 |
Historic volatility: |
0.20 |
Parity: |
1.25 |
Time value: |
0.40 |
Break-even: |
105.39 |
Moneyness: |
1.14 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
1.23% |
Delta: |
0.80 |
Theta: |
-0.02 |
Omega: |
4.94 |
Rho: |
0.32 |
Quote data
Open: |
1.630 |
High: |
1.730 |
Low: |
1.630 |
Previous Close: |
1.620 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
-16.67% |
3 Months |
|
|
-17.07% |
YTD |
|
|
+58.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.660 |
1.530 |
1M High / 1M Low: |
2.080 |
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: |
|
1.614 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.689 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.626 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.41% |
Volatility 6M: |
|
132.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |