BNP Paribas Put 55 CSCO 20.12.2024
/ DE000PZ1ELT8
BNP Paribas Put 55 CSCO 20.12.202.../ DE000PZ1ELT8 /
| 7/17/2024 8:17:00 AM |
Chg.+0.010 |
Bid8:17:13 PM |
Ask8:17:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+1.41% |
0.610
Bid Size: 100,000 |
0.620
Ask Size: 100,000 |
Cisco Systems Inc |
55.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.70 |
| Time value: |
0.02 |
| Break-even: |
43.25 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
-0.75 |
| Theta: |
0.00 |
| Omega: |
-4.55 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.29% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-1.37% |
| YTD |
|
|
+24.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.700 |
| 1M High / 1M Low: |
0.900 |
0.700 |
| 6M High / 6M Low: |
0.910 |
0.420 |
| High (YTD): |
6/14/2024 |
0.910 |
| Low (YTD): |
5/16/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.785 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.689 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.37% |
| Volatility 6M: |
|
126.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
