BNP Paribas Put 80 EMR 17.01.2025
/ DE000PZ1ZA73
BNP Paribas Put 80 EMR 17.01.2025/ DE000PZ1ZA73 /
| 2024-06-10 8:31:35 AM |
Chg.-0.010 |
Bid2024-06-10 |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-10.00% |
0.090
Bid Size: 10,000 |
0.120
Ask Size: 10,000 |
Emerson Electric Co |
80.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-90.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
-2.59 |
| Time value: |
0.11 |
| Break-even: |
72.96 |
| Moneyness: |
0.74 |
| Premium: |
0.27 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
22.22% |
| Delta: |
-0.08 |
| Theta: |
-0.01 |
| Omega: |
-7.61 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+32.35% |
| 3 Months |
|
|
-35.71% |
| YTD |
|
|
-68.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.075 |
| 1M High / 1M Low: |
0.100 |
0.059 |
| 6M High / 6M Low: |
0.420 |
0.059 |
| High (YTD): |
2024-01-17 |
0.400 |
| Low (YTD): |
2024-05-28 |
0.059 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.076 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.191 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.61% |
| Volatility 6M: |
|
147.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
