BNP Paribas Put 50 CSCO 21.06.2024
/ DE000PZ1ELP6
BNP Paribas Put 50 CSCO 21.06.202.../ DE000PZ1ELP6 /
| 2024-06-19 10:21:31 AM |
Chg.-0.010 |
Bid10:40:06 AM |
Ask10:40:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-2.56% |
0.390
Bid Size: 46,500 |
0.410
Ask Size: 46,500 |
Cisco Systems Inc |
50.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PZ1ELP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.17 |
| Parity: |
0.38 |
| Time value: |
0.00 |
| Break-even: |
42.76 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
-0.94 |
| Theta: |
-0.06 |
| Omega: |
-10.60 |
| Rho: |
0.00 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.380 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.32% |
| 1 Month |
|
|
+111.11% |
| 3 Months |
|
|
+80.95% |
| YTD |
|
|
+58.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.390 |
| 1M High / 1M Low: |
0.420 |
0.230 |
| 6M High / 6M Low: |
0.420 |
0.150 |
| High (YTD): |
2024-06-13 |
0.420 |
| Low (YTD): |
2024-05-15 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.349 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.253 |
| Avg. volume 6M: |
|
240 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.32% |
| Volatility 6M: |
|
193.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
