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BNP Paribas Put 100 EMR 17.01.202.../  DE000PZ1ZA99  /

Frankfurt Zert./BNP
2024-06-26  9:20:36 PM Chg.+0.050 Bid9:45:24 PM Ask9:45:24 PM Underlying Strike price Expiration date Option type
0.430EUR +13.16% 0.430
Bid Size: 11,200		 0.450
Ask Size: 11,200		 Emerson Electric Co 100.00 USD 2025-01-17 Put
 

Master data

WKN: PZ1ZA9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Put
Strike price: 100.00 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: -25.83
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.73
Time value: 0.39
Break-even: 89.48
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 5.41%
Delta: -0.28
Theta: -0.01
Omega: -7.25
Rho: -0.18
 

Quote data

Open: 0.370
High: 0.440
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+22.86%
1 Month  
+48.28%
3 Months  
+13.16%
YTD
  -51.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.330
1M High / 1M Low: 0.430 0.280
6M High / 6M Low: 1.140 0.270
High (YTD): 2024-01-17 1.140
Low (YTD): 2024-05-22 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.360
Avg. volume 1W:   0.000
Avg. price 1M:   0.365
Avg. volume 1M:   0.000
Avg. price 6M:   0.557
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.62%
Volatility 6M:   121.10%
Volatility 1Y:   -
Volatility 3Y:   -