BNP Paribas Put 55 CSCO 17.01.2025
/ DE000PZ1ELX0
BNP Paribas Put 55 CSCO 17.01.202.../ DE000PZ1ELX0 /
| 9/4/2024 8:17:48 AM |
Chg.+0.030 |
Bid1:31:18 PM |
Ask1:31:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+6.00% |
0.520
Bid Size: 25,000 |
0.550
Ask Size: 25,000 |
Cisco Systems Inc |
55.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
11/15/2023 |
| Last trading day: |
1/16/2025 |
| 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: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.22% |
| 1 Month |
|
|
-30.26% |
| 3 Months |
|
|
-33.75% |
| YTD |
|
|
-11.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.460 |
| 1M High / 1M Low: |
0.940 |
0.440 |
| 6M High / 6M Low: |
0.940 |
0.440 |
| High (YTD): |
8/13/2024 |
0.940 |
| Low (YTD): |
8/26/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.651 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.713 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.57% |
| Volatility 6M: |
|
125.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
