BNP Paribas Put 55 CSCO 20.12.202.../  DE000PZ1ELT8  /

EUWAX
2024-07-26  8:17:05 AM Chg.-0.040 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.730EUR -5.19% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 55.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-11-15
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.39
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.66
Implied volatility: 0.27
Historic volatility: 0.17
Parity: 0.66
Time value: 0.03
Break-even: 43.76
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 1.47%
Delta: -0.74
Theta: 0.00
Omega: -4.74
Rho: -0.16
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.31%
1 Month
  -1.35%
3 Months  
+5.80%
YTD  
+25.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.700
1M High / 1M Low: 0.850 0.620
6M High / 6M Low: 0.910 0.420
High (YTD): 2024-06-14 0.910
Low (YTD): 2024-05-16 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   0.760
Avg. volume 1W:   0.000
Avg. price 1M:   0.747
Avg. volume 1M:   0.000
Avg. price 6M:   0.701
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.58%
Volatility 6M:   129.19%
Volatility 1Y:   -
Volatility 3Y:   -