BNP Paribas Call 48 CSCO 21.06.2024
/ DE000PZ1ELA8
BNP Paribas Call 48 CSCO 21.06.20.../ DE000PZ1ELA8 /
| 2024-05-31 9:50:38 PM |
Chg.+0.005 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
+23.81% |
0.028
Bid Size: 43,000 |
0.091
Ask Size: 43,000 |
Cisco Systems Inc |
48.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1ELA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
-0.14 |
| Time value: |
0.09 |
| Break-even: |
45.16 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
1.59 |
| Spread abs.: |
0.06 |
| Spread %: |
225.00% |
| Delta: |
0.38 |
| Theta: |
-0.04 |
| Omega: |
17.84 |
| Rho: |
0.01 |
Quote data
| Open: |
0.020 |
| High: |
0.026 |
| Low: |
0.016 |
| Previous Close: |
0.021 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-80.00% |
| 3 Months |
|
|
-88.70% |
| YTD |
|
|
-94.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.026 |
0.021 |
| 1M High / 1M Low: |
0.240 |
0.021 |
| 6M High / 6M Low: |
0.560 |
0.021 |
| High (YTD): |
2024-01-29 |
0.560 |
| Low (YTD): |
2024-05-30 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.298 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
398.93% |
| Volatility 6M: |
|
203.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
