BNP Paribas Put 52 CSCO 20.09.2024
/ DE000PC1JAY7
BNP Paribas Put 52 CSCO 20.09.202.../ DE000PC1JAY7 /
| 8/9/2024 9:50:44 PM |
Chg.+0.030 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+5.17% |
0.610
Bid Size: 50,000 |
0.620
Ask Size: 50,000 |
Cisco Systems Inc |
52.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.17 |
| Parity: |
0.60 |
| Time value: |
0.02 |
| Break-even: |
41.44 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
-0.84 |
| Theta: |
-0.01 |
| Omega: |
-5.64 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.570 |
| High: |
0.620 |
| Low: |
0.560 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.31% |
| 1 Month |
|
|
+10.91% |
| 3 Months |
|
|
+38.64% |
| YTD |
|
|
+56.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.580 |
| 1M High / 1M Low: |
0.670 |
0.360 |
| 6M High / 6M Low: |
0.670 |
0.330 |
| High (YTD): |
8/5/2024 |
0.670 |
| Low (YTD): |
1/25/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.484 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.465 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.72% |
| Volatility 6M: |
|
137.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
