BNP Paribas Put 100 EMR 16.01.2026
/ DE000PZ1ZBF3
BNP Paribas Put 100 EMR 16.01.202.../ DE000PZ1ZBF3 /
| 04/09/2024 21:50:31 |
Chg.+0.060 |
Bid21:55:55 |
Ask21:55:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+6.25% |
1.010
Bid Size: 7,400 |
1.030
Ask Size: 7,400 |
Emerson Electric Co |
100.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
PZ1ZBF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
01/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
-0.18 |
| Time value: |
0.97 |
| Break-even: |
80.81 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.11% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-3.38 |
| Rho: |
-0.58 |
Quote data
| Open: |
0.970 |
| High: |
1.020 |
| Low: |
0.930 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.61% |
| 1 Month |
|
|
+9.68% |
| 3 Months |
|
|
+29.11% |
| YTD |
|
|
-10.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.840 |
| 1M High / 1M Low: |
1.160 |
0.840 |
| 6M High / 6M Low: |
1.160 |
0.570 |
| High (YTD): |
31/01/2024 |
1.370 |
| Low (YTD): |
17/07/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.882 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.923 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.756 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.98% |
| Volatility 6M: |
|
97.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
