BNP Paribas Put 45 CSCO 20.09.2024
/ DE000PC1JAV3
BNP Paribas Put 45 CSCO 20.09.202.../ DE000PC1JAV3 /
| 2024-06-27 9:09:44 AM |
Chg.+0.010 |
Bid12:51:27 PM |
Ask12:51:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+11.11% |
0.090
Bid Size: 50,000 |
0.100
Ask Size: 50,000 |
Cisco Systems Inc |
45.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC1JAV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 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: |
-39.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-0.17 |
| Time value: |
0.11 |
| Break-even: |
41.04 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
-0.32 |
| Theta: |
-0.01 |
| Omega: |
-12.57 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-9.09% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.082 |
| 1M High / 1M Low: |
0.150 |
0.082 |
| 6M High / 6M Low: |
0.210 |
0.034 |
| High (YTD): |
2024-02-15 |
0.210 |
| Low (YTD): |
2024-05-16 |
0.034 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.128 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.12% |
| Volatility 6M: |
|
286.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
