BNP Paribas Put 52 CSCO 20.09.2024
/ DE000PC1JAY7
BNP Paribas Put 52 CSCO 20.09.202.../ DE000PC1JAY7 /
| 12/07/2024 21:50:31 |
Chg.-0.050 |
Bid21:57:04 |
Ask21:57:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-10.42% |
0.440
Bid Size: 50,000 |
0.450
Ask Size: 50,000 |
Cisco Systems Inc |
52.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
PC1JAY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
52.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
0.48 |
| Time value: |
0.02 |
| Break-even: |
42.82 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
-0.80 |
| Theta: |
-0.01 |
| Omega: |
-6.87 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.480 |
| High: |
0.490 |
| Low: |
0.410 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.69% |
| 1 Month |
|
|
-31.75% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+10.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.430 |
| 1M High / 1M Low: |
0.630 |
0.430 |
| 6M High / 6M Low: |
0.630 |
0.280 |
| High (YTD): |
14/06/2024 |
0.630 |
| Low (YTD): |
25/01/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.524 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.444 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.41% |
| Volatility 6M: |
|
126.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
