BNP Paribas Put 55 CSCO 20.12.2024
/ DE000PZ1ELT8
BNP Paribas Put 55 CSCO 20.12.202.../ DE000PZ1ELT8 /
| 2024-05-31 9:50:38 PM |
Chg.-0.030 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-3.57% |
0.800
Bid Size: 49,500 |
0.810
Ask Size: 49,500 |
Cisco Systems Inc |
55.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PZ1ELT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
0.82 |
| Time value: |
0.03 |
| Break-even: |
42.28 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
-0.73 |
| Theta: |
0.00 |
| Omega: |
-3.66 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.830 |
| High: |
0.850 |
| Low: |
0.810 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.19% |
| 3 Months |
|
|
+17.39% |
| YTD |
|
|
+37.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.810 |
| 1M High / 1M Low: |
0.840 |
0.570 |
| 6M High / 6M Low: |
0.840 |
0.470 |
| High (YTD): |
2024-05-30 |
0.840 |
| Low (YTD): |
2024-01-25 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.740 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.647 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.20% |
| Volatility 6M: |
|
79.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
