BNP Paribas Put 58 CSCO 20.12.2024
/ DE000PC25WL7
BNP Paribas Put 58 CSCO 20.12.202.../ DE000PC25WL7 /
| 5/31/2024 9:50:40 PM |
Chg.-0.040 |
Bid9:58:27 PM |
Ask9:58:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
-3.60% |
1.070
Bid Size: 47,000 |
1.080
Ask Size: 47,000 |
Cisco Systems Inc |
58.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.17 |
| Parity: |
1.10 |
| Time value: |
0.02 |
| Break-even: |
42.35 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
-0.76 |
| Theta: |
0.00 |
| Omega: |
-2.89 |
| Rho: |
-0.24 |
Quote data
| Open: |
1.100 |
| High: |
1.120 |
| Low: |
1.070 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.93% |
| 1 Month |
|
|
+5.94% |
| 3 Months |
|
|
+17.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
1.070 |
| 1M High / 1M Low: |
1.110 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.995 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
