BNP Paribas Put 100 EMR 20.12.2024
/ DE000PZ1ZA65
BNP Paribas Put 100 EMR 20.12.202.../ DE000PZ1ZA65 /
| 2024-07-09 9:50:23 PM |
Chg.+0.010 |
Bid9:53:21 PM |
Ask9:53:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+3.57% |
0.290
Bid Size: 13,300 |
0.310
Ask Size: 13,300 |
Emerson Electric Co |
100.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PZ1ZA6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
-0.92 |
| Time value: |
0.30 |
| Break-even: |
89.33 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
7.14% |
| Delta: |
-0.24 |
| Theta: |
-0.02 |
| Omega: |
-8.27 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.280 |
| High: |
0.300 |
| Low: |
0.270 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.57% |
| 1 Month |
|
|
-12.12% |
| 3 Months |
|
|
-17.14% |
| YTD |
|
|
-66.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.280 |
| 1M High / 1M Low: |
0.390 |
0.280 |
| 6M High / 6M Low: |
1.110 |
0.240 |
| High (YTD): |
2024-01-31 |
1.110 |
| Low (YTD): |
2024-05-27 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.323 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.480 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.92% |
| Volatility 6M: |
|
133.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
