BNP Paribas Put 55 CSCO 19.09.2025
/ DE000PC1JA64
BNP Paribas Put 55 CSCO 19.09.202.../ DE000PC1JA64 /
| 2024-10-07 9:50:29 AM |
Chg.+0.010 |
Bid10:05:05 AM |
Ask10:05:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+2.08% |
0.490
Bid Size: 50,000 |
0.520
Ask Size: 50,000 |
Cisco Systems Inc |
55.00 USD |
2025-09-19 |
Put |
Master data
| WKN: |
PC1JA6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
2025-09-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.21 |
| Time value: |
0.28 |
| Break-even: |
45.23 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-4.60 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.480 |
| High: |
0.490 |
| Low: |
0.480 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.26% |
| 1 Month |
|
|
-33.78% |
| 3 Months |
|
|
-42.35% |
| YTD |
|
|
-30.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.470 |
| 1M High / 1M Low: |
0.720 |
0.470 |
| 6M High / 6M Low: |
1.040 |
0.470 |
| High (YTD): |
2024-08-05 |
1.040 |
| Low (YTD): |
2024-09-30 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.774 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.71% |
| Volatility 6M: |
|
78.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
