BNP Paribas Put 100 EMR 17.01.2025
/ DE000PZ1ZA99
BNP Paribas Put 100 EMR 17.01.202.../ DE000PZ1ZA99 /
| 10/18/2024 9:50:36 PM |
Chg.0.000 |
Bid10/18/2024 |
Ask10/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
0.00% |
0.210
Bid Size: 13,800 |
0.230
Ask Size: 13,800 |
Emerson Electric Co |
100.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
12/1/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-44.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-0.96 |
| Time value: |
0.23 |
| Break-even: |
89.71 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.02 |
| Spread %: |
9.52% |
| Delta: |
-0.23 |
| Theta: |
-0.02 |
| Omega: |
-10.00 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.210 |
| High: |
0.220 |
| Low: |
0.210 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.53% |
| 1 Month |
|
|
-34.38% |
| 3 Months |
|
|
-8.70% |
| YTD |
|
|
-76.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.160 |
| 1M High / 1M Low: |
0.340 |
0.160 |
| 6M High / 6M Low: |
0.680 |
0.160 |
| High (YTD): |
1/17/2024 |
1.140 |
| Low (YTD): |
10/14/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.352 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.04% |
| Volatility 6M: |
|
215.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
