BNP Paribas Put 90 EMR 17.01.2025
/ DE000PZ1ZA81
BNP Paribas Put 90 EMR 17.01.2025/ DE000PZ1ZA81 /
| 12/07/2024 08:32:39 |
Chg.-0.020 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-15.38% |
-
Bid Size: - |
-
Ask Size: - |
Emerson Electric Co |
90.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
PZ1ZA8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 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: |
-80.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
-2.22 |
| Time value: |
0.13 |
| Break-even: |
81.47 |
| Moneyness: |
0.79 |
| Premium: |
0.22 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
-0.10 |
| Theta: |
-0.01 |
| Omega: |
-8.46 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.67% |
| 1 Month |
|
|
-42.11% |
| 3 Months |
|
|
-47.62% |
| YTD |
|
|
-78.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.130 |
| 1M High / 1M Low: |
0.210 |
0.130 |
| 6M High / 6M Low: |
0.700 |
0.130 |
| High (YTD): |
17/01/2024 |
0.700 |
| Low (YTD): |
11/07/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.279 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.65% |
| Volatility 6M: |
|
139.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
