BNP Paribas Call 42 CSCO 16.01.2026
/ DE000PC1JAF6
BNP Paribas Call 42 CSCO 16.01.20.../ DE000PC1JAF6 /
| 05/07/2024 21:50:35 |
Chg.-0.010 |
Bid21:52:30 |
Ask21:52:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-1.27% |
0.790
Bid Size: 50,000 |
0.810
Ask Size: 50,000 |
Cisco Systems Inc |
42.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1JAF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.43 |
| Time value: |
0.38 |
| Break-even: |
46.85 |
| Moneyness: |
1.11 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.53% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
4.10 |
| Rho: |
0.38 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.770 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
+5.41% |
| 3 Months |
|
|
-19.59% |
| YTD |
|
|
-29.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.780 |
| 1M High / 1M Low: |
0.860 |
0.710 |
| 6M High / 6M Low: |
1.280 |
0.710 |
| High (YTD): |
29/01/2024 |
1.280 |
| Low (YTD): |
17/06/2024 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.778 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.972 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.00% |
| Volatility 6M: |
|
58.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
