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

EUWAX
2024-06-21  8:16:10 AM Chg.+0.006 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.020EUR +42.86% -
Bid Size: -
-
Ask Size: -
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: 48.60
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.17
Parity: -1.19
Time value: 0.09
Break-even: 57.03
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.56
Spread abs.: 0.07
Spread %: 295.65%
Delta: 0.19
Theta: -0.01
Omega: 9.17
Rho: 0.04
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.014
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+81.82%
1 Month
  -13.04%
3 Months
  -77.01%
YTD
  -85.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.012
1M High / 1M Low: 0.023 0.011
6M High / 6M Low: 0.180 0.011
High (YTD): 2024-01-25 0.180
Low (YTD): 2024-06-14 0.011
52W High: - -
52W Low: - -
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.079
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   320.80%
Volatility 6M:   262.40%
Volatility 1Y:   -
Volatility 3Y:   -