BNP Paribas Put 40 CSCO 19.09.202.../  DE000PC9WRB5  /

EUWAX
2024-07-05  8:22:06 AM Chg.+0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.170EUR +6.25% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 40.00 USD 2025-09-19 Put
 

Master data

WKN: PC9WRB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Put
Strike price: 40.00 USD
Maturity: 2025-09-19
Issue date: 2024-05-15
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -23.91
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.17
Parity: -0.61
Time value: 0.18
Break-even: 35.10
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.21
Theta: 0.00
Omega: -5.03
Rho: -0.13
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -10.53%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.160
1M High / 1M Low: 0.200 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.182
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -