BNP Paribas Call 60 CSCO 17.01.20.../  DE000PZ1ELE0  /

EUWAX
7/30/2024  8:16:41 AM Chg.-0.002 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.024EUR -7.69% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 60.00 USD 1/17/2025 Call
 

Master data

WKN: PZ1ELE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 60.00 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: 48.74
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.17
Parity: -1.11
Time value: 0.09
Break-even: 56.37
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.67
Spread abs.: 0.07
Spread %: 264.00%
Delta: 0.19
Theta: -0.01
Omega: 9.40
Rho: 0.04
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.026
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+84.62%
1 Month  
+9.09%
3 Months
  -48.94%
YTD
  -82.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.013
1M High / 1M Low: 0.031 0.007
6M High / 6M Low: 0.140 0.007
High (YTD): 1/25/2024 0.180
Low (YTD): 7/4/2024 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.053
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   687.96%
Volatility 6M:   377.95%
Volatility 1Y:   -
Volatility 3Y:   -