BNP Paribas Put 100 EMR 17.01.2025
/ DE000PZ1ZA99
BNP Paribas Put 100 EMR 17.01.202.../ DE000PZ1ZA99 /
11/07/2024 21:50:40 |
Chg.-0.050 |
Bid11/07/2024 |
Ask11/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-17.24% |
0.240 Bid Size: 13,100 |
0.260 Ask Size: 13,100 |
Emerson Electric Co |
100.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
01/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-34.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
-1.06 |
Time value: |
0.30 |
Break-even: |
89.31 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.02 |
Spread %: |
7.14% |
Delta: |
-0.23 |
Theta: |
-0.01 |
Omega: |
-7.85 |
Rho: |
-0.14 |
Quote data
Open: |
0.280 |
High: |
0.290 |
Low: |
0.240 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-25.00% |
1 Month |
|
|
-40.00% |
3 Months |
|
|
-36.84% |
YTD |
|
|
-73.03% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.290 |
1M High / 1M Low: |
0.430 |
0.290 |
6M High / 6M Low: |
1.140 |
0.270 |
High (YTD): |
17/01/2024 |
1.140 |
Low (YTD): |
22/05/2024 |
0.270 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.314 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.355 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.507 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.37% |
Volatility 6M: |
|
127.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |