BNP Paribas Put 55 CSCO 20.12.2024
/ DE000PZ1ELT8
BNP Paribas Put 55 CSCO 20.12.202.../ DE000PZ1ELT8 /
| 28/06/2024 21:50:39 |
Chg.0.000 |
Bid21:54:49 |
Ask21:54:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
0.00% |
0.740
Bid Size: 48,500 |
0.750
Ask Size: 48,500 |
Cisco Systems Inc |
55.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
PZ1ELT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
15/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.70 |
| Time value: |
0.05 |
| Break-even: |
43.83 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
-0.71 |
| Theta: |
0.00 |
| Omega: |
-4.22 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.740 |
| High: |
0.750 |
| Low: |
0.710 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.37% |
| 1 Month |
|
|
-11.90% |
| 3 Months |
|
|
+27.59% |
| YTD |
|
|
+25.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.740 |
| 1M High / 1M Low: |
0.910 |
0.720 |
| 6M High / 6M Low: |
0.910 |
0.470 |
| High (YTD): |
13/06/2024 |
0.910 |
| Low (YTD): |
25/01/2024 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.824 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.674 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.22% |
| Volatility 6M: |
|
86.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
