BNP Paribas Call 50 CSCO 20.12.2024
/ DE000PZ1ELD2
BNP Paribas Call 50 CSCO 20.12.20.../ DE000PZ1ELD2 /
8/14/2024 8:50:26 PM |
Chg.+0.010 |
Bid8/14/2024 |
Ask8/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+9.09% |
- Bid Size: - |
- Ask Size: - |
Cisco Systems Inc |
50.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
11/15/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
34.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.17 |
Parity: |
-0.42 |
Time value: |
0.12 |
Break-even: |
46.67 |
Moneyness: |
0.91 |
Premium: |
0.13 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
0.32 |
Theta: |
-0.01 |
Omega: |
10.91 |
Rho: |
0.04 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.110 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-60.00% |
YTD |
|
|
-74.47% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.100 |
1M High / 1M Low: |
0.230 |
0.100 |
6M High / 6M Low: |
0.460 |
0.100 |
High (YTD): |
1/29/2024 |
0.580 |
Low (YTD): |
8/12/2024 |
0.100 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.122 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.166 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.240 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
228.68% |
Volatility 6M: |
|
165.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |