BNP Paribas Put 45 CSCO 20.12.2024
/ DE000PC1JA07
BNP Paribas Put 45 CSCO 20.12.202.../ DE000PC1JA07 /
| 2024-07-26 9:50:39 PM |
Chg.-0.020 |
Bid9:56:45 PM |
Ask9:56:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-12.50% |
0.140
Bid Size: 50,000 |
0.150
Ask Size: 50,000 |
Cisco Systems Inc |
45.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC1JA0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
-0.27 |
| Time value: |
0.15 |
| Break-even: |
39.95 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
-0.29 |
| Theta: |
-0.01 |
| Omega: |
-8.66 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.140 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
-26.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.140 |
| 1M High / 1M Low: |
0.200 |
0.120 |
| 6M High / 6M Low: |
0.230 |
0.120 |
| High (YTD): |
2024-05-02 |
0.230 |
| Low (YTD): |
2024-07-17 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.180 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.52% |
| Volatility 6M: |
|
133.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
