BNP Paribas Put 55 CSCO 17.01.2025
/ DE000PZ1ELX0
BNP Paribas Put 55 CSCO 17.01.202.../ DE000PZ1ELX0 /
| 2024-07-29 8:17:49 AM |
Chg.-0.040 |
Bid4:17:57 PM |
Ask4:17:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-5.41% |
0.710
Bid Size: 100,000 |
0.720
Ask Size: 100,000 |
Cisco Systems Inc |
55.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.66 |
| Time value: |
0.05 |
| Break-even: |
43.58 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
-0.71 |
| Theta: |
0.00 |
| Omega: |
-4.40 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.41% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
-2.78% |
| YTD |
|
|
+16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.710 |
| 1M High / 1M Low: |
0.850 |
0.630 |
| 6M High / 6M Low: |
0.910 |
0.440 |
| High (YTD): |
2024-06-14 |
0.910 |
| Low (YTD): |
2024-05-16 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.755 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.713 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.54% |
| Volatility 6M: |
|
122.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
