BNP Paribas Put 58 CSCO 20.12.2024
/ DE000PC25WL7
BNP Paribas Put 58 CSCO 20.12.202.../ DE000PC25WL7 /
| 15/05/2024 21:50:35 |
Chg.-0.070 |
Bid21:59:52 |
Ask21:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-8.14% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
58.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
PC25WL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
58.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.84 |
| Time value: |
0.03 |
| Break-even: |
44.93 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
2.35% |
| Delta: |
-0.72 |
| Theta: |
0.00 |
| Omega: |
-3.73 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.790 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.71% |
| 1 Month |
|
|
-16.84% |
| 3 Months |
|
|
-13.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.790 |
| 1M High / 1M Low: |
1.050 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.942 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
