BNP Paribas Put 50 CSCO 17.01.2025
/ DE000PZ1ELW2
BNP Paribas Put 50 CSCO 17.01.202.../ DE000PZ1ELW2 /
| 2024-07-29 5:35:17 PM |
Chg.0.000 |
Bid2024-07-29 |
Ask2024-07-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
0.00% |
0.370
Bid Size: 100,000 |
0.380
Ask Size: 100,000 |
Cisco Systems Inc |
50.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
PZ1ELW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 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: |
-11.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.20 |
| Time value: |
0.18 |
| Break-even: |
42.27 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-6.08 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.370 |
| High: |
0.390 |
| Low: |
0.360 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.76% |
| 1 Month |
|
|
-5.13% |
| 3 Months |
|
|
-13.95% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.370 |
| 1M High / 1M Low: |
0.480 |
0.330 |
| 6M High / 6M Low: |
0.510 |
0.290 |
| High (YTD): |
2024-06-17 |
0.510 |
| Low (YTD): |
2024-01-25 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.406 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.404 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.76% |
| Volatility 6M: |
|
108.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
