BNP Paribas Put 42 CSCO 20.09.2024
/ DE000PC1JAU5
BNP Paribas Put 42 CSCO 20.09.202.../ DE000PC1JAU5 /
| 2024-07-05 9:50:29 PM |
Chg.-0.001 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
-3.03% |
0.031
Bid Size: 50,000 |
0.091
Ask Size: 50,000 |
Cisco Systems Inc |
42.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC1JAU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-47.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.17 |
| Parity: |
-0.43 |
| Time value: |
0.09 |
| Break-even: |
37.84 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.06 |
| Spread %: |
193.55% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-10.19 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.029 |
| High: |
0.035 |
| Low: |
0.029 |
| Previous Close: |
0.033 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
-41.82% |
| 3 Months |
|
|
-50.77% |
| YTD |
|
|
-64.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.033 |
0.022 |
| 1M High / 1M Low: |
0.061 |
0.022 |
| 6M High / 6M Low: |
0.100 |
0.022 |
| High (YTD): |
2024-02-13 |
0.100 |
| Low (YTD): |
2024-07-03 |
0.022 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.042 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.063 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.33% |
| Volatility 6M: |
|
240.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
