BNP Paribas Put 60 CSCO 16.01.2026
/ DE000PC1JBK4
BNP Paribas Put 60 CSCO 16.01.202.../ DE000PC1JBK4 /
28/06/2024 21:50:29 |
Chg.0.000 |
Bid28/06/2024 |
Ask28/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.220EUR |
0.00% |
1.220 Bid Size: 50,000 |
1.240 Ask Size: 50,000 |
Cisco Systems Inc |
60.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
PC1JBK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
11/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.17 |
Intrinsic value: |
1.17 |
Implied volatility: |
0.31 |
Historic volatility: |
0.17 |
Parity: |
1.17 |
Time value: |
0.07 |
Break-even: |
43.60 |
Moneyness: |
1.26 |
Premium: |
0.02 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.02 |
Spread %: |
1.64% |
Delta: |
-0.61 |
Theta: |
0.00 |
Omega: |
-2.17 |
Rho: |
-0.61 |
Quote data
Open: |
1.220 |
High: |
1.220 |
Low: |
1.190 |
Previous Close: |
1.220 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.83% |
1 Month |
|
|
-6.15% |
3 Months |
|
|
+16.19% |
YTD |
|
|
+15.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.270 |
1.220 |
1M High / 1M Low: |
1.370 |
1.190 |
6M High / 6M Low: |
1.370 |
0.940 |
High (YTD): |
17/06/2024 |
1.370 |
Low (YTD): |
30/01/2024 |
0.940 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.232 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.292 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.147 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.87% |
Volatility 6M: |
|
52.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |