BNP Paribas Put 60 CSCO 19.12.2025
/ DE000PC1JBD9
BNP Paribas Put 60 CSCO 19.12.202.../ DE000PC1JBD9 /
| 18/09/2024 09:14:48 |
Chg.+0.030 |
Bid16:17:49 |
Ask16:17:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+3.19% |
0.990
Bid Size: 100,000 |
1.000
Ask Size: 100,000 |
Cisco Systems Inc |
60.00 USD |
19/12/2025 |
Put |
Master data
| WKN: |
PC1JBD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.84 |
| Time value: |
0.14 |
| Break-even: |
44.15 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-2.75 |
| Rho: |
-0.46 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.61% |
| 1 Month |
|
|
-8.49% |
| 3 Months |
|
|
-28.15% |
| YTD |
|
|
-6.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.940 |
| 1M High / 1M Low: |
1.110 |
0.930 |
| 6M High / 6M Low: |
1.400 |
0.880 |
| High (YTD): |
13/08/2024 |
1.400 |
| Low (YTD): |
16/05/2024 |
0.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.005 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.170 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.85% |
| Volatility 6M: |
|
74.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
