BNP Paribas Call 50 CSCO 17.01.2025
/ DE000PZ1ELG5
BNP Paribas Call 50 CSCO 17.01.20.../ DE000PZ1ELG5 /
| 9/4/2024 8:17:49 AM |
Chg.-0.010 |
Bid7:27:51 PM |
Ask7:27:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-4.00% |
0.230
Bid Size: 100,000 |
0.240
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: |
17.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.01 |
| Time value: |
0.25 |
| Break-even: |
47.85 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
9.94 |
| Rho: |
0.09 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+41.18% |
| YTD |
|
|
-51.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.250 |
| 1M High / 1M Low: |
0.280 |
0.120 |
| 6M High / 6M Low: |
0.480 |
0.120 |
| High (YTD): |
1/25/2024 |
0.590 |
| Low (YTD): |
8/13/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.218 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.253 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.84% |
| Volatility 6M: |
|
193.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
