BNP Paribas Call 40 CSCO 19.12.2025
/ DE000PC1H961
BNP Paribas Call 40 CSCO 19.12.20.../ DE000PC1H961 /
7/26/2024 9:50:26 PM |
Chg.+0.030 |
Bid9:54:21 PM |
Ask9:54:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.980EUR |
+3.16% |
0.980 Bid Size: 50,000 |
0.990 Ask Size: 50,000 |
Cisco Systems Inc |
40.00 USD |
12/19/2025 |
Call |
Master data
WKN: |
PC1H96 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
12/11/2023 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.20 |
Historic volatility: |
0.17 |
Parity: |
0.73 |
Time value: |
0.26 |
Break-even: |
46.75 |
Moneyness: |
1.20 |
Premium: |
0.06 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
1.02% |
Delta: |
0.86 |
Theta: |
-0.01 |
Omega: |
3.83 |
Rho: |
0.39 |
Quote data
Open: |
0.950 |
High: |
0.990 |
Low: |
0.950 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.69% |
1 Month |
|
|
+2.08% |
3 Months |
|
|
-6.67% |
YTD |
|
|
-20.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.890 |
1M High / 1M Low: |
1.020 |
0.840 |
6M High / 6M Low: |
1.400 |
0.810 |
High (YTD): |
1/29/2024 |
1.400 |
Low (YTD): |
6/13/2024 |
0.810 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.930 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.925 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.040 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.78% |
Volatility 6M: |
|
57.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |