BNP Paribas Put 100 EMR 20.12.2024
/ DE000PZ1ZA65
BNP Paribas Put 100 EMR 20.12.202.../ DE000PZ1ZA65 /
| 6/28/2024 9:50:28 PM |
Chg.-0.050 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-15.15% |
0.290
Bid Size: 13,000 |
0.310
Ask Size: 13,000 |
Emerson Electric Co |
100.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-0.77 |
| Time value: |
0.34 |
| Break-even: |
89.99 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
-0.27 |
| Theta: |
-0.01 |
| Omega: |
-8.00 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.270 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.65% |
| 1 Month |
|
|
+3.70% |
| 3 Months |
|
|
-9.68% |
| YTD |
|
|
-67.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.300 |
| 1M High / 1M Low: |
0.390 |
0.270 |
| 6M High / 6M Low: |
1.110 |
0.240 |
| High (YTD): |
1/31/2024 |
1.110 |
| Low (YTD): |
5/27/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.520 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.60% |
| Volatility 6M: |
|
129.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
