BNP Paribas Put 50 CSCO 20.12.2024
/ DE000PZ1ELS0
BNP Paribas Put 50 CSCO 20.12.202.../ DE000PZ1ELS0 /
| 08/11/2024 10:21:43 |
Chg.-0.003 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
-20.00% |
-
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: |
-59.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.19 |
| Parity: |
-0.75 |
| Time value: |
0.09 |
| Break-even: |
45.74 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
2.62 |
| Spread abs.: |
0.08 |
| Spread %: |
658.33% |
| Delta: |
-0.17 |
| Theta: |
-0.03 |
| Omega: |
-9.95 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.012 |
| High: |
0.012 |
| Low: |
0.012 |
| Previous Close: |
0.015 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-76.00% |
| 1 Month |
|
|
-82.61% |
| 3 Months |
|
|
-97.55% |
| YTD |
|
|
-96.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.012 |
| 1M High / 1M Low: |
0.071 |
0.012 |
| 6M High / 6M Low: |
0.550 |
0.012 |
| High (YTD): |
08/08/2024 |
0.550 |
| Low (YTD): |
08/11/2024 |
0.012 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.277 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.88% |
| Volatility 6M: |
|
221.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
