BNP Paribas Put 45 CSCO 17.01.2025
/ DE000PZ1ELV4
BNP Paribas Put 45 CSCO 17.01.202.../ DE000PZ1ELV4 /
2024-04-29 8:16:20 AM |
Chg.+0.010 |
Bid5:48:58 PM |
Ask5:48:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
+4.76% |
0.220 Bid Size: 100,000 |
0.230 Ask Size: 100,000 |
Cisco Systems Inc |
45.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
PZ1ELV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-11-15 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.17 |
Parity: |
-0.27 |
Time value: |
0.23 |
Break-even: |
39.73 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
4.55% |
Delta: |
-0.31 |
Theta: |
-0.01 |
Omega: |
-5.97 |
Rho: |
-0.12 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.210 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+29.41% |
3 Months |
|
|
+37.50% |
YTD |
|
|
+4.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.200 |
1M High / 1M Low: |
0.240 |
0.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-15 |
0.280 |
Low (YTD): |
2024-01-26 |
0.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.203 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |