BNP Paribas Put 42 CSCO 20.09.2024
/ DE000PC1JAU5
BNP Paribas Put 42 CSCO 20.09.202.../ DE000PC1JAU5 /
| 2024-06-21 10:12:47 AM |
Chg.-0.006 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
-12.24% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
42.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC1JAU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-09-19 |
| 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: |
0.34 |
| Historic volatility: |
0.17 |
| Parity: |
-0.49 |
| Time value: |
0.09 |
| Break-even: |
38.37 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.05 |
| Spread %: |
145.95% |
| Delta: |
-0.20 |
| Theta: |
-0.01 |
| Omega: |
-9.75 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.042 |
| High: |
0.043 |
| Low: |
0.042 |
| Previous Close: |
0.049 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.65% |
| 1 Month |
|
|
+19.44% |
| 3 Months |
|
|
-24.56% |
| YTD |
|
|
-52.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.057 |
0.043 |
| 1M High / 1M Low: |
0.062 |
0.036 |
| 6M High / 6M Low: |
0.130 |
0.014 |
| High (YTD): |
2024-02-15 |
0.130 |
| Low (YTD): |
2024-05-16 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.069 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.37% |
| Volatility 6M: |
|
310.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
