BNP Paribas Call 98 EMR 21.06.2024
/ DE000PZ1Y902
BNP Paribas Call 98 EMR 21.06.202.../ DE000PZ1Y902 /
| 2024-05-10 10:06:43 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
98.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1Y90 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
2.01 |
| Historic volatility: |
0.20 |
| Parity: |
0.02 |
| Time value: |
1.63 |
| Break-even: |
114.50 |
| Moneyness: |
1.00 |
| Premium: |
0.17 |
| Premium p.a.: |
32.14 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.59 |
| Theta: |
-0.51 |
| Omega: |
3.49 |
| Rho: |
0.02 |
Quote data
| Open: |
1.68 |
| High: |
1.69 |
| Low: |
1.68 |
| Previous Close: |
1.63 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+74.23% |
| 3 Months |
|
|
+32.03% |
| YTD |
|
|
+191.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.69 |
0.89 |
| 6M High / 6M Low: |
1.69 |
0.24 |
| High (YTD): |
2024-05-10 |
1.69 |
| Low (YTD): |
2024-01-31 |
0.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
571.19% |
| Volatility 6M: |
|
230.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
