BNP Paribas Call 42 CSCO 16.01.2026
/ DE000PC1JAF6
BNP Paribas Call 42 CSCO 16.01.20.../ DE000PC1JAF6 /
10/9/2024 9:50:39 PM |
Chg.+0.070 |
Bid9:54:10 PM |
Ask9:54:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.250EUR |
+5.93% |
1.250 Bid Size: 46,500 |
1.270 Ask Size: 46,500 |
Cisco Systems Inc |
42.00 USD |
1/16/2026 |
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: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.17 |
Intrinsic value: |
0.98 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
0.98 |
Time value: |
0.22 |
Break-even: |
50.27 |
Moneyness: |
1.26 |
Premium: |
0.05 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.69% |
Delta: |
0.89 |
Theta: |
-0.01 |
Omega: |
3.57 |
Rho: |
0.39 |
Quote data
Open: |
1.180 |
High: |
1.250 |
Low: |
1.170 |
Previous Close: |
1.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.76% |
1 Month |
|
|
+45.35% |
3 Months |
|
|
+71.23% |
YTD |
|
|
+12.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.190 |
1.150 |
1M High / 1M Low: |
1.190 |
0.860 |
6M High / 6M Low: |
1.190 |
0.660 |
High (YTD): |
1/29/2024 |
1.280 |
Low (YTD): |
8/12/2024 |
0.660 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.168 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.892 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.29% |
Volatility 6M: |
|
73.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |