BNP Paribas Put 90 EMR 20.12.2024
/ DE000PZ1ZA57
BNP Paribas Put 90 EMR 20.12.2024/ DE000PZ1ZA57 /
| 7/5/2024 9:50:36 PM |
Chg.0.000 |
Bid9:57:39 PM |
Ask9:57:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
0.00% |
0.130
Bid Size: 20,200 |
0.150
Ask Size: 20,200 |
Emerson Electric Co |
90.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
PZ1ZA5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Emerson Electric Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 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: |
-67.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
-1.80 |
| Time value: |
0.15 |
| Break-even: |
81.53 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
15.38% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-8.75 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.130 |
| High: |
0.140 |
| Low: |
0.130 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
-31.58% |
| YTD |
|
|
-74.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.110 |
| 1M High / 1M Low: |
0.180 |
0.110 |
| 6M High / 6M Low: |
0.660 |
0.110 |
| High (YTD): |
1/17/2024 |
0.660 |
| Low (YTD): |
7/3/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.264 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.15% |
| Volatility 6M: |
|
148.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
