BNP Paribas Put 45 CSCO 17.01.2025
/ DE000PZ1ELV4
BNP Paribas Put 45 CSCO 17.01.202.../ DE000PZ1ELV4 /
2024-07-29 4:05:27 PM |
Chg.0.000 |
Bid2024-07-29 |
Ask2024-07-29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
0.00% |
0.170 Bid Size: 100,000 |
0.180 Ask Size: 100,000 |
Cisco Systems Inc |
45.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
PZ1ELV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-11-15 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-24.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
-0.27 |
Time value: |
0.18 |
Break-even: |
39.66 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.01 |
Spread %: |
5.88% |
Delta: |
-0.30 |
Theta: |
-0.01 |
Omega: |
-7.46 |
Rho: |
-0.07 |
Quote data
Open: |
0.160 |
High: |
0.180 |
Low: |
0.160 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.56% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-22.73% |
YTD |
|
|
-19.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.170 |
1M High / 1M Low: |
0.220 |
0.140 |
6M High / 6M Low: |
0.250 |
0.140 |
High (YTD): |
2024-05-02 |
0.250 |
Low (YTD): |
2024-07-17 |
0.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.186 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.183 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.201 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.67% |
Volatility 6M: |
|
127.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |