BNP Paribas Put 42 CSCO 17.01.2025
/ DE000PC5CYG0
BNP Paribas Put 42 CSCO 17.01.202.../ DE000PC5CYG0 /
9/2/2024 6:50:25 PM |
Chg.0.000 |
Bid6:50:34 PM |
Ask9/2/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.034EUR |
0.00% |
0.035 Bid Size: 25,000 |
- Ask Size: - |
Cisco Systems Inc |
42.00 USD |
1/17/2025 |
Put |
Master data
WKN: |
PC5CYG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
42.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
2/21/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-50.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.18 |
Parity: |
-0.77 |
Time value: |
0.09 |
Break-even: |
37.12 |
Moneyness: |
0.83 |
Premium: |
0.19 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.06 |
Spread %: |
167.65% |
Delta: |
-0.16 |
Theta: |
-0.01 |
Omega: |
-7.83 |
Rho: |
-0.03 |
Quote data
Open: |
0.035 |
High: |
0.035 |
Low: |
0.033 |
Previous Close: |
0.034 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.25% |
1 Month |
|
|
-75.71% |
3 Months |
|
|
-73.85% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.041 |
0.032 |
1M High / 1M Low: |
0.210 |
0.032 |
6M High / 6M Low: |
0.210 |
0.032 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.035 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.096 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.116 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
328.02% |
Volatility 6M: |
|
198.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |