BNP Paribas Call 50 CSCO 17.01.2025
/ DE000PZ1ELG5
BNP Paribas Call 50 CSCO 17.01.20.../ DE000PZ1ELG5 /
| 10/8/2024 4:20:16 PM |
Chg.-0.010 |
Bid10/8/2024 |
Ask10/8/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-2.56% |
0.380
Bid Size: 100,000 |
0.390
Ask Size: 100,000 |
Cisco Systems Inc |
50.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PZ1ELG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/15/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.23 |
| Time value: |
0.17 |
| Break-even: |
49.56 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
8.32 |
| Rho: |
0.08 |
Quote data
| Open: |
0.380 |
| High: |
0.390 |
| Low: |
0.370 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
+111.11% |
| 3 Months |
|
|
+153.33% |
| YTD |
|
|
-20.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.370 |
| 1M High / 1M Low: |
0.410 |
0.190 |
| 6M High / 6M Low: |
0.410 |
0.120 |
| High (YTD): |
1/29/2024 |
0.590 |
| Low (YTD): |
8/12/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.319 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.239 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.26% |
| Volatility 6M: |
|
173.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
