BNP Paribas Put 50 CSCO 19.09.2025
/ DE000PC1JA56
BNP Paribas Put 50 CSCO 19.09.202.../ DE000PC1JA56 /
9/13/2024 9:50:43 PM |
Chg.-0.010 |
Bid9/13/2024 |
Ask9/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-2.50% |
0.390 Bid Size: 50,000 |
0.410 Ask Size: 50,000 |
Cisco Systems Inc |
50.00 USD |
9/19/2025 |
Put |
Master data
WKN: |
PC1JA5 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 USD |
Maturity: |
9/19/2025 |
Issue date: |
12/11/2023 |
Last trading day: |
9/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
0.02 |
Time value: |
0.39 |
Break-even: |
41.04 |
Moneyness: |
1.00 |
Premium: |
0.09 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
5.13% |
Delta: |
-0.40 |
Theta: |
0.00 |
Omega: |
-4.40 |
Rho: |
-0.22 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.380 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-15.22% |
1 Month |
|
|
-36.07% |
3 Months |
|
|
-36.07% |
YTD |
|
|
-18.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.390 |
1M High / 1M Low: |
0.610 |
0.340 |
6M High / 6M Low: |
0.710 |
0.340 |
High (YTD): |
8/5/2024 |
0.710 |
Low (YTD): |
8/27/2024 |
0.340 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.420 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.403 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.513 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.88% |
Volatility 6M: |
|
89.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |