BNP Paribas Put 60 CSCO 20.06.2025
/ DE000PC2XT23
BNP Paribas Put 60 CSCO 20.06.202.../ DE000PC2XT23 /
| 07/10/2024 08:35:34 |
Chg.-0.010 |
Bid10:05:19 |
Ask10:05:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-1.33% |
0.740
Bid Size: 50,000 |
0.770
Ask Size: 50,000 |
Cisco Systems Inc |
60.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
PC2XT2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.66 |
| Time value: |
0.08 |
| Break-even: |
47.29 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-4.27 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.37% |
| 1 Month |
|
|
-24.49% |
| 3 Months |
|
|
-38.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.720 |
| 1M High / 1M Low: |
1.060 |
0.720 |
| 6M High / 6M Low: |
1.390 |
0.720 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.856 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.113 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.04% |
| Volatility 6M: |
|
85.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
