BNP Paribas Call 50 CSCO 17.01.2025
/ DE000PZ1ELG5
BNP Paribas Call 50 CSCO 17.01.20.../ DE000PZ1ELG5 /
| 11/8/2024 10:21:43 AM |
Chg.-0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-1.23% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
0.75 |
| Time value: |
0.07 |
| Break-even: |
54.85 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.23% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
5.88 |
| Rho: |
0.08 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.03% |
| 1 Month |
|
|
+77.78% |
| 3 Months |
|
|
+400.00% |
| YTD |
|
|
+63.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.620 |
| 1M High / 1M Low: |
0.810 |
0.450 |
| 6M High / 6M Low: |
0.810 |
0.120 |
| High (YTD): |
11/7/2024 |
0.810 |
| Low (YTD): |
8/13/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.630 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.292 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.58% |
| Volatility 6M: |
|
197.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
