BNP Paribas Call 50 CSCO 20.12.2024
/ DE000PZ1ELD2
BNP Paribas Call 50 CSCO 20.12.20.../ DE000PZ1ELD2 /
| 18/10/2024 12:50:34 |
Chg.-0.010 |
Bid13:15:03 |
Ask13:13:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-1.52% |
0.660
Bid Size: 42,500 |
-
Ask Size: - |
Cisco Systems Inc |
50.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PZ1ELD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
15/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.59 |
| Time value: |
0.09 |
| Break-even: |
52.97 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
6.43 |
| Rho: |
0.06 |
Quote data
| Open: |
0.660 |
| High: |
0.680 |
| Low: |
0.650 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.65% |
| 1 Month |
|
|
+160.00% |
| 3 Months |
|
|
+209.52% |
| YTD |
|
|
+38.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.480 |
| 1M High / 1M Low: |
0.660 |
0.250 |
| 6M High / 6M Low: |
0.660 |
0.100 |
| High (YTD): |
17/10/2024 |
0.660 |
| Low (YTD): |
12/08/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.405 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.230 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.18% |
| Volatility 6M: |
|
190.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
