BNP Paribas Call 98 EMR 21.06.2024
/ DE000PZ1Y902
BNP Paribas Call 98 EMR 21.06.202.../ DE000PZ1Y902 /
| 5/10/2024 9:50:31 PM |
Chg.0.000 |
Bid9:59:57 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
98.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PZ1Y90 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
5/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
1.45 |
| Historic volatility: |
0.20 |
| Parity: |
0.54 |
| Time value: |
1.11 |
| Break-even: |
114.50 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
5.44 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.63 |
| Theta: |
-0.34 |
| Omega: |
3.95 |
| Rho: |
0.03 |
Quote data
| Open: |
1.680 |
| High: |
1.730 |
| Low: |
1.620 |
| Previous Close: |
1.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+78.26% |
| 3 Months |
|
|
+37.82% |
| YTD |
|
|
+192.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.640 |
0.850 |
| 6M High / 6M Low: |
1.640 |
0.240 |
| High (YTD): |
5/10/2024 |
1.640 |
| Low (YTD): |
1/31/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.909 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.59% |
| Volatility 6M: |
|
284.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
