BNP Paribas Put 55 CSCO 21.06.2024
/ DE000PZ1ELQ4
BNP Paribas Put 55 CSCO 21.06.202.../ DE000PZ1ELQ4 /
| 5/16/2024 8:50:40 AM |
Chg.-0.200 |
Bid9:22:23 AM |
Ask9:22:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-40.00% |
0.300
Bid Size: 25,000 |
0.310
Ask Size: 25,000 |
Cisco Systems Inc |
55.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
11/15/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
0.56 |
| Time value: |
0.01 |
| Break-even: |
45.16 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
-0.86 |
| Theta: |
-0.01 |
| Omega: |
-6.84 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.22% |
| 1 Month |
|
|
-54.55% |
| 3 Months |
|
|
-51.61% |
| YTD |
|
|
-40.00% |
| 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): |
5/2/2024 |
0.770 |
| Low (YTD): |
1/25/2024 |
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: |
|
- |
