BNP Paribas Put 60 CSCO 16.01.2026
/ DE000PC1JBK4
BNP Paribas Put 60 CSCO 16.01.202.../ DE000PC1JBK4 /
| 27/06/2024 21:50:26 |
Chg.-0.050 |
Bid21:58:49 |
Ask21:58:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-3.94% |
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: |
-3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
1.23 |
| Time value: |
0.05 |
| Break-even: |
43.38 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
1.59% |
| Delta: |
-0.62 |
| Theta: |
0.00 |
| Omega: |
-2.13 |
| Rho: |
-0.62 |
Quote data
| Open: |
1.270 |
| High: |
1.270 |
| Low: |
1.220 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.94% |
| 1 Month |
|
|
-4.69% |
| 3 Months |
|
|
+15.09% |
| YTD |
|
|
+15.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.210 |
| 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: |
|
1.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.299 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.144 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.23% |
| Volatility 6M: |
|
51.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
