BNP Paribas Put 45 CSCO 21.06.2024
/ DE000PC1JAR1
BNP Paribas Put 45 CSCO 21.06.202.../ DE000PC1JAR1 /
| 6/6/2024 9:50:26 PM |
Chg.-0.009 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
-37.50% |
0.015
Bid Size: 42,500 |
0.091
Ask Size: 42,500 |
Cisco Systems Inc |
45.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
PC1JAR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-46.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.17 |
| Parity: |
-0.09 |
| Time value: |
0.09 |
| Break-even: |
40.47 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
1.83 |
| Spread abs.: |
0.07 |
| Spread %: |
279.17% |
| Delta: |
-0.37 |
| Theta: |
-0.04 |
| Omega: |
-17.14 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.020 |
| High: |
0.024 |
| Low: |
0.014 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.61% |
| 1 Month |
|
|
-80.00% |
| 3 Months |
|
|
-78.87% |
| YTD |
|
|
-85.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.008 |
| 1M High / 1M Low: |
0.075 |
0.008 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2/13/2024 |
0.110 |
| Low (YTD): |
6/4/2024 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.021 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,015.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
