BNP Paribas Put 55 CIS 21.06.2024
/ DE000PZ1ELQ4
BNP Paribas Put 55 CIS 21.06.2024/ DE000PZ1ELQ4 /
2024-05-24 9:50:29 PM |
Chg.+0.010 |
Bid9:55:02 PM |
Ask9:55:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
+1.28% |
- Bid Size: - |
- Ask Size: - |
CISCO SYSTEMS DL-... |
55.00 - |
2024-06-21 |
Put |
Master data
WKN: |
PZ1ELQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-15 |
Last trading day: |
2024-05-27 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.24 |
Intrinsic value: |
1.24 |
Implied volatility: |
- |
Historic volatility: |
0.17 |
Parity: |
1.24 |
Time value: |
-0.44 |
Break-even: |
47.00 |
Moneyness: |
1.29 |
Premium: |
-0.10 |
Premium p.a.: |
-0.85 |
Spread abs.: |
0.01 |
Spread %: |
1.27% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.770 |
High: |
0.790 |
Low: |
0.760 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+8.22% |
3 Months |
|
|
+23.44% |
YTD |
|
|
+58.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.790 |
0.500 |
6M High / 6M Low: |
0.790 |
0.360 |
High (YTD): |
2024-05-24 |
0.790 |
Low (YTD): |
2024-01-25 |
0.360 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.682 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.570 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
154.97% |
Volatility 6M: |
|
111.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |