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

Frankfurt Zert./BNP
16/08/2024  13:50:41 Chg.-0.030 Bid16/08/2024 Ask16/08/2024 Underlying Strike price Expiration date Option type
0.390EUR -7.14% 0.390
Bid Size: 12,400		 0.410
Ask Size: 12,400		 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: -21.60
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.22
Parity: -0.39
Time value: 0.44
Break-even: 86.74
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 4.76%
Delta: -0.34
Theta: -0.02
Omega: -7.40
Rho: -0.16
 

Quote data

Open: 0.420
High: 0.420
Low: 0.380
Previous Close: 0.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month  
+116.67%
3 Months  
+30.00%
YTD
  -56.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.420
1M High / 1M Low: 0.680 0.180
6M High / 6M Low: 0.680 0.180
High (YTD): 17/01/2024 1.140
Low (YTD): 16/07/2024 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.472
Avg. volume 1W:   0.000
Avg. price 1M:   0.344
Avg. volume 1M:   0.000
Avg. price 6M:   0.386
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   340.74%
Volatility 6M:   183.05%
Volatility 1Y:   -
Volatility 3Y:   -