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BNP Paribas Call 60 CSCO 17.01.20.../  DE000PZ1ELE0  /

Frankfurt Zert./BNP
2024-06-17  8:20:43 AM Chg.0.000 Bid8:25:39 AM Ask8:25:39 AM Underlying Strike price Expiration date Option type
0.012EUR 0.00% 0.012
Bid Size: 25,000		 0.091
Ask Size: 25,000		 Cisco Systems Inc 60.00 USD 2025-01-17 Call
 

Master data

WKN: PZ1ELE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 60.00 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: 46.90
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.17
Parity: -1.34
Time value: 0.09
Break-even: 56.97
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.64
Spread abs.: 0.08
Spread %: 658.33%
Delta: 0.18
Theta: -0.01
Omega: 8.45
Rho: 0.04
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.012
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -62.50%
3 Months
  -82.86%
YTD
  -91.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.011
1M High / 1M Low: 0.032 0.011
6M High / 6M Low: 0.180 0.011
High (YTD): 2024-01-29 0.180
Low (YTD): 2024-06-13 0.011
52W High: - -
52W Low: - -
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.082
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   254.55%
Volatility 6M:   189.34%
Volatility 1Y:   -
Volatility 3Y:   -