BNP Paribas Put 42 CSCO 17.01.2025
/ DE000PC5CYG0
BNP Paribas Put 42 CSCO 17.01.202.../ DE000PC5CYG0 /
| 15/05/2024 21:50:33 |
Chg.-0.021 |
Bid21:59:45 |
Ask21:59:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.089EUR |
-19.09% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
42.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
PC5CYG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
21/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
-0.64 |
| Time value: |
0.16 |
| Break-even: |
37.24 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
45.45% |
| Delta: |
-0.21 |
| Theta: |
-0.01 |
| Omega: |
-5.90 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.100 |
| High: |
0.110 |
| Low: |
0.089 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.54% |
| 1 Month |
|
|
-40.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.089 |
| 1M High / 1M Low: |
0.160 |
0.089 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
