BNP Paribas Put 55 CSCO 21.03.2025
/ DE000PC9WRA7
BNP Paribas Put 55 CSCO 21.03.202.../ DE000PC9WRA7 /
9/3/2024 8:24:10 AM |
Chg.+0.020 |
Bid10:56:17 AM |
Ask10:56:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+3.92% |
0.520 Bid Size: 50,000 |
0.540 Ask Size: 50,000 |
Cisco Systems Inc |
55.00 USD |
3/21/2025 |
Put |
Master data
WKN: |
PC9WRA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
5/15/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.40 |
Implied volatility: |
0.26 |
Historic volatility: |
0.18 |
Parity: |
0.40 |
Time value: |
0.13 |
Break-even: |
44.40 |
Moneyness: |
1.09 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
3.92% |
Delta: |
-0.60 |
Theta: |
-0.01 |
Omega: |
-5.15 |
Rho: |
-0.18 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.510 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.16% |
1 Month |
|
|
-32.91% |
3 Months |
|
|
-34.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.490 |
1M High / 1M Low: |
0.950 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.508 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.682 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |