BNP Paribas Put 60 CSCO 19.09.2025
/ DE000PC1JA72
BNP Paribas Put 60 CSCO 19.09.202.../ DE000PC1JA72 /
| 7/26/2024 9:50:26 PM |
Chg.-0.050 |
Bid9:54:32 PM |
Ask9:54:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
-4.17% |
1.150
Bid Size: 50,000 |
1.170
Ask Size: 50,000 |
Cisco Systems Inc |
60.00 USD |
9/19/2025 |
Put |
Master data
| WKN: |
PC1JA7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
9/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
1.12 |
| Time value: |
0.05 |
| Break-even: |
43.57 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
1.74% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-2.48 |
| Rho: |
-0.47 |
Quote data
| Open: |
1.190 |
| High: |
1.190 |
| Low: |
1.140 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.54% |
| 1 Month |
|
|
-4.17% |
| 3 Months |
|
|
-0.86% |
| YTD |
|
|
+15.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.150 |
| 1M High / 1M Low: |
1.310 |
1.080 |
| 6M High / 6M Low: |
1.370 |
0.880 |
| High (YTD): |
6/13/2024 |
1.370 |
| Low (YTD): |
1/29/2024 |
0.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.147 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.72% |
| Volatility 6M: |
|
58.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
