BNP Paribas Put 55 CSCO 21.06.2024
/ DE000PZ1ELQ4
BNP Paribas Put 55 CSCO 21.06.202.../ DE000PZ1ELQ4 /
2024-04-29 8:16:18 AM |
Chg.+0.020 |
Bid11:30:38 AM |
Ask11:30:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
+3.13% |
0.670 Bid Size: 45,000 |
0.680 Ask Size: 45,000 |
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: |
-6.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.67 |
Implied volatility: |
0.32 |
Historic volatility: |
0.17 |
Parity: |
0.67 |
Time value: |
0.01 |
Break-even: |
44.57 |
Moneyness: |
1.15 |
Premium: |
0.00 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.01 |
Spread %: |
1.49% |
Delta: |
-0.85 |
Theta: |
-0.01 |
Omega: |
-5.56 |
Rho: |
-0.06 |
Quote data
Open: |
0.660 |
High: |
0.660 |
Low: |
0.660 |
Previous Close: |
0.640 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.20% |
1 Month |
|
|
+26.92% |
3 Months |
|
|
+73.68% |
YTD |
|
|
+34.69% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.590 |
1M High / 1M Low: |
0.680 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-15 |
0.730 |
Low (YTD): |
2024-01-30 |
0.370 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.626 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.595 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |