BNP Paribas Call 55 CSCO 20.12.2024
/ DE000PZ1ELC4
BNP Paribas Call 55 CSCO 20.12.20.../ DE000PZ1ELC4 /
| 11/12/2024 8:19:00 AM |
Chg.-0.040 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-8.51% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
55.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PZ1ELC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 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: |
12.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
0.34 |
| Time value: |
0.10 |
| Break-even: |
55.98 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
9.51 |
| Rho: |
0.04 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.38% |
| 1 Month |
|
|
+186.67% |
| 3 Months |
|
|
+1164.71% |
| YTD |
|
|
+65.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.260 |
| 1M High / 1M Low: |
0.470 |
0.170 |
| 6M High / 6M Low: |
0.470 |
0.028 |
| High (YTD): |
11/11/2024 |
0.470 |
| Low (YTD): |
8/13/2024 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.277 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.099 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.88% |
| Volatility 6M: |
|
307.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
