BNP Paribas Put 55 CSCO 20.06.2025
/ DE000PC1JA31
BNP Paribas Put 55 CSCO 20.06.202.../ DE000PC1JA31 /
| 27/06/2024 13:21:05 |
Chg.-0.010 |
Bid27/06/2024 |
Ask27/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-1.20% |
0.820
Bid Size: 50,000 |
0.830
Ask Size: 50,000 |
Cisco Systems Inc |
55.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
PC1JA3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.76 |
| Time value: |
0.08 |
| Break-even: |
43.10 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
-0.63 |
| Theta: |
0.00 |
| Omega: |
-3.29 |
| Rho: |
-0.35 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.820 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.20% |
| 1 Month |
|
|
-2.38% |
| 3 Months |
|
|
+22.39% |
| YTD |
|
|
+20.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.780 |
| 1M High / 1M Low: |
0.920 |
0.770 |
| 6M High / 6M Low: |
0.920 |
0.560 |
| High (YTD): |
17/06/2024 |
0.920 |
| Low (YTD): |
25/01/2024 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.860 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.740 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.78% |
| Volatility 6M: |
|
68.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
