BNP Paribas Put 45 CSCO 16.01.2026
/ DE000PC1JBF4
BNP Paribas Put 45 CSCO 16.01.202.../ DE000PC1JBF4 /
| 6/7/2024 9:50:28 PM |
Chg.+0.010 |
Bid6/7/2024 |
Ask6/7/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+2.50% |
0.410
Bid Size: 50,000 |
0.430
Ask Size: 50,000 |
Cisco Systems Inc |
45.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
PC1JBF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
-0.08 |
| Time value: |
0.43 |
| Break-even: |
37.36 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
-0.35 |
| Theta: |
0.00 |
| Omega: |
-3.41 |
| Rho: |
-0.31 |
Quote data
| Open: |
0.400 |
| High: |
0.410 |
| Low: |
0.400 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.13% |
| 1 Month |
|
|
+7.89% |
| 3 Months |
|
|
+13.89% |
| YTD |
|
|
+7.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.350 |
| 1M High / 1M Low: |
0.410 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/2/2024 |
0.420 |
| Low (YTD): |
3/11/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.376 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
