BNP Paribas Put 80 EMR 17.01.2025/  DE000PZ1ZA73  /

EUWAX
12/07/2024  08:32:39 Chg.-0.008 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.050EUR -13.79% -
Bid Size: -
-
Ask Size: -
Emerson Electric Co 80.00 USD 17/01/2025 Put
 

Master data

WKN: PZ1ZA7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Emerson Electric Co
Type: Warrant
Option type: Put
Strike price: 80.00 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: -115.46
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.20
Parity: -3.17
Time value: 0.09
Break-even: 72.44
Moneyness: 0.70
Premium: 0.31
Premium p.a.: 0.69
Spread abs.: 0.05
Spread %: 111.63%
Delta: -0.06
Theta: -0.01
Omega: -7.48
Rho: -0.04
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.058
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.37%
1 Month
  -37.50%
3 Months
  -54.55%
YTD
  -82.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.068 0.050
1M High / 1M Low: 0.100 0.048
6M High / 6M Low: 0.400 0.048
High (YTD): 17/01/2024 0.400
Low (YTD): 04/07/2024 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.145
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.67%
Volatility 6M:   181.12%
Volatility 1Y:   -
Volatility 3Y:   -