BNP Paribas Put 55 CSCO 21.06.2024
/ DE000PZ1ELQ4
BNP Paribas Put 55 CSCO 21.06.202.../ DE000PZ1ELQ4 /
| 2024-05-15 8:16:55 AM |
Chg.-0.040 |
Bid7:34:42 PM |
Ask7:34:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-6.78% |
0.500
Bid Size: 92,000 |
0.510
Ask Size: 92,000 |
Cisco Systems Inc |
55.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PZ1ELQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 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: |
-7.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
0.56 |
| Time value: |
0.01 |
| Break-even: |
45.16 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
-0.86 |
| Theta: |
-0.01 |
| Omega: |
-6.84 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
+3.77% |
| 3 Months |
|
|
-24.66% |
| YTD |
|
|
+12.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.590 |
| 1M High / 1M Low: |
0.760 |
0.530 |
| 6M High / 6M Low: |
0.760 |
0.370 |
| High (YTD): |
2024-05-03 |
0.760 |
| Low (YTD): |
2024-01-30 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.571 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.04% |
| Volatility 6M: |
|
180.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
