BNP Paribas Put 90 EMR 17.01.2025
/ DE000PZ1ZA81
BNP Paribas Put 90 EMR 17.01.2025/ DE000PZ1ZA81 /
7/12/2024 8:32:39 AM |
Chg.-0.020 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-15.38% |
- Bid Size: - |
- Ask Size: - |
Emerson Electric Co |
90.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
12/1/2023 |
Last trading day: |
1/16/2025 |
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): |
1/17/2024 |
0.700 |
Low (YTD): |
7/11/2024 |
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: |
|
- |