BNP Paribas Put 55 CSCO 19.09.2025
/ DE000PC1JA64
BNP Paribas Put 55 CSCO 19.09.202.../ DE000PC1JA64 /
| 17/07/2024 16:50:33 |
Chg.-0.040 |
Bid16:52:29 |
Ask16:52:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-5.00% |
0.760
Bid Size: 100,000 |
0.770
Ask Size: 100,000 |
Cisco Systems Inc |
55.00 USD |
19/09/2025 |
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: |
19/09/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.70 |
| Time value: |
0.11 |
| Break-even: |
42.35 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-3.15 |
| Rho: |
-0.40 |
Quote data
| Open: |
0.810 |
| High: |
0.820 |
| Low: |
0.760 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.61% |
| 1 Month |
|
|
-19.15% |
| 3 Months |
|
|
-8.43% |
| YTD |
|
|
+7.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.790 |
| 1M High / 1M Low: |
0.940 |
0.790 |
| 6M High / 6M Low: |
0.940 |
0.610 |
| High (YTD): |
17/06/2024 |
0.940 |
| Low (YTD): |
30/01/2024 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.787 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.45% |
| Volatility 6M: |
|
66.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
