BNP Paribas Put 60 CIS 17.01.2025
/ DE000PZ1ELY8
BNP Paribas Put 60 CIS 17.01.2025/ DE000PZ1ELY8 /
| 2024-05-24 9:50:39 PM |
Chg.+0.010 |
Bid9:57:05 PM |
Ask9:57:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
+0.81% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
60.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
PZ1ELY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
- |
| Historic volatility: |
0.17 |
| Parity: |
1.74 |
| Time value: |
-0.47 |
| Break-even: |
47.30 |
| Moneyness: |
1.41 |
| Premium: |
-0.11 |
| Premium p.a.: |
-0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.60% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.230 |
| High: |
1.250 |
| Low: |
1.220 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.17% |
| 3 Months |
|
|
+14.68% |
| YTD |
|
|
+35.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.250 |
0.960 |
| 6M High / 6M Low: |
1.250 |
0.780 |
| High (YTD): |
2024-05-24 |
1.250 |
| Low (YTD): |
2024-01-25 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.016 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.92% |
| Volatility 6M: |
|
65.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
