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: |
|
- |
