BNP Paribas Call 60 CSCO 20.12.20.../  DE000PZ1ELB6  /

EUWAX
2024-07-30  8:16:41 AM Chg.-0.001 Bid1:15:51 PM Ask1:15:51 PM Underlying Strike price Expiration date Option type
0.017EUR -5.56% 0.017
Bid Size: 50,000
0.091
Ask Size: 50,000
Cisco Systems Inc 60.00 USD 2024-12-20 Call
 

Master data

WKN: PZ1ELB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-15
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.74
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.17
Parity: -1.11
Time value: 0.09
Break-even: 56.37
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.84
Spread abs.: 0.07
Spread %: 435.29%
Delta: 0.19
Theta: -0.01
Omega: 9.34
Rho: 0.03
 

Quote data

Open: 0.017
High: 0.017
Low: 0.017
Previous Close: 0.018
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+54.55%
1 Month  
+6.25%
3 Months
  -55.26%
YTD
  -86.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.018 0.008
1M High / 1M Low: 0.022 0.001
6M High / 6M Low: 0.160 0.001
High (YTD): 2024-01-30 0.160
Low (YTD): 2024-07-04 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.045
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   4,282.58%
Volatility 6M:   1,708.67%
Volatility 1Y:   -
Volatility 3Y:   -