BNP Paribas Call 60 CSCO 17.01.2025
/ DE000PZ1ELE0
BNP Paribas Call 60 CSCO 17.01.20.../ DE000PZ1ELE0 /
| 2024-09-25 9:20:54 AM |
Chg.-0.003 |
Bid9:30:08 AM |
Ask9:30:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
-10.71% |
0.026
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: |
51.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-0.70 |
| Time value: |
0.09 |
| Break-even: |
54.91 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.06 |
| Spread %: |
225.00% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
11.82 |
| Rho: |
0.03 |
Quote data
| Open: |
0.026 |
| High: |
0.027 |
| Low: |
0.025 |
| Previous Close: |
0.028 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.89% |
| 1 Month |
|
|
+13.64% |
| 3 Months |
|
|
+19.05% |
| YTD |
|
|
-82.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.028 |
0.018 |
| 1M High / 1M Low: |
0.028 |
0.011 |
| 6M High / 6M Low: |
0.090 |
0.007 |
| High (YTD): |
2024-01-29 |
0.180 |
| Low (YTD): |
2024-07-03 |
0.007 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.019 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.030 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.04% |
| Volatility 6M: |
|
392.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
