BNP Paribas Put 50 CSCO 20.12.2024
/ DE000PZ1ELS0
BNP Paribas Put 50 CSCO 20.12.202.../ DE000PZ1ELS0 /
12/11/2024 08:19:00 |
Chg.+0.002 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.011EUR |
+22.22% |
- Bid Size: - |
- Ask Size: - |
Cisco Systems Inc |
50.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
PZ1ELS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
15/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-60.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.19 |
Parity: |
-0.81 |
Time value: |
0.09 |
Break-even: |
45.98 |
Moneyness: |
0.85 |
Premium: |
0.16 |
Premium p.a.: |
3.29 |
Spread abs.: |
0.08 |
Spread %: |
727.27% |
Delta: |
-0.16 |
Theta: |
-0.03 |
Omega: |
-9.70 |
Rho: |
-0.01 |
Quote data
Open: |
0.011 |
High: |
0.011 |
Low: |
0.011 |
Previous Close: |
0.009 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-73.17% |
1 Month |
|
|
-84.51% |
3 Months |
|
|
-97.80% |
YTD |
|
|
-96.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.041 |
0.009 |
1M High / 1M Low: |
0.061 |
0.009 |
6M High / 6M Low: |
0.550 |
0.009 |
High (YTD): |
08/08/2024 |
0.550 |
Low (YTD): |
11/11/2024 |
0.009 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.023 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.035 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.274 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
309.94% |
Volatility 6M: |
|
223.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |