BNP Paribas Put 45 CSCO 20.06.2025
/ DE000PC1JA15
BNP Paribas Put 45 CSCO 20.06.202.../ DE000PC1JA15 /
| 10/7/2024 9:12:21 AM |
Chg.-0.010 |
Bid3:28:11 PM |
Ask3:28:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-8.33% |
0.110
Bid Size: 12,500 |
0.140
Ask Size: 12,500 |
Cisco Systems Inc |
45.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
PC1JA1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-0.71 |
| Time value: |
0.12 |
| Break-even: |
39.82 |
| Moneyness: |
0.85 |
| Premium: |
0.17 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
-0.18 |
| Theta: |
0.00 |
| Omega: |
-7.24 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-38.89% |
| 3 Months |
|
|
-57.69% |
| YTD |
|
|
-60.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.110 |
| 1M High / 1M Low: |
0.210 |
0.110 |
| 6M High / 6M Low: |
0.390 |
0.110 |
| High (YTD): |
8/6/2024 |
0.390 |
| Low (YTD): |
10/1/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.249 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.62% |
| Volatility 6M: |
|
141.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
