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BNP Paribas Put 55 CSCO 21.06.202.../  DE000PZ1ELQ4  /

Frankfurt Zert./BNP
2024-05-16  10:20:56 AM Chg.-0.210 Bid2024-05-16 Ask2024-05-16 Underlying Strike price Expiration date Option type
0.290EUR -42.00% 0.290
Bid Size: 50,000		 0.300
Ask Size: 50,000		 Cisco Systems Inc 55.00 USD 2024-06-21 Put
 

Master data

WKN: PZ1ELQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Put
Strike price: 55.00 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: -8.94
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.49
Implied volatility: 0.31
Historic volatility: 0.17
Parity: 0.49
Time value: 0.02
Break-even: 45.41
Moneyness: 1.11
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 2.00%
Delta: -0.83
Theta: -0.01
Omega: -7.41
Rho: -0.04
 

Quote data

Open: 0.300
High: 0.300
Low: 0.290
Previous Close: 0.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -56.72%
1 Month
  -56.06%
3 Months
  -53.23%
YTD
  -42.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.500
1M High / 1M Low: 0.770 0.500
6M High / 6M Low: 0.770 0.360
High (YTD): 2024-05-02 0.770
Low (YTD): 2024-01-25 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.596
Avg. volume 1W:   0.000
Avg. price 1M:   0.656
Avg. volume 1M:   0.000
Avg. price 6M:   0.570
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.16%
Volatility 6M:   101.17%
Volatility 1Y:   -
Volatility 3Y:   -