BNP Paribas Put 55 CSCO 17.01.2025
/ DE000PZ1ELX0
BNP Paribas Put 55 CSCO 17.01.202.../ DE000PZ1ELX0 /
04/09/2024 12:21:03 |
Chg.0.000 |
Bid12:37:29 |
Ask12:37:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
0.00% |
0.520 Bid Size: 25,000 |
0.550 Ask Size: 25,000 |
Cisco Systems Inc |
55.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
PZ1ELX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
15/11/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.45 |
Implied volatility: |
0.26 |
Historic volatility: |
0.18 |
Parity: |
0.45 |
Time value: |
0.08 |
Break-even: |
44.48 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
1.92% |
Delta: |
-0.66 |
Theta: |
-0.01 |
Omega: |
-5.68 |
Rho: |
-0.13 |
Quote data
Open: |
0.530 |
High: |
0.540 |
Low: |
0.510 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-35.80% |
3 Months |
|
|
-27.78% |
YTD |
|
|
-13.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.480 |
1M High / 1M Low: |
0.970 |
0.450 |
6M High / 6M Low: |
0.970 |
0.450 |
High (YTD): |
05/08/2024 |
0.970 |
Low (YTD): |
27/08/2024 |
0.450 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.502 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.651 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.716 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.88% |
Volatility 6M: |
|
100.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |