BNP Paribas Call 42 CSCO 17.01.2025
/ DE000PC1H9P9
BNP Paribas Call 42 CSCO 17.01.20.../ DE000PC1H9P9 /
| 08/11/2024 21:50:33 |
Chg.+0.010 |
Bid21:57:10 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
+0.66% |
1.530
Bid Size: 37,000 |
-
Ask Size: - |
Cisco Systems Inc |
42.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC1H9P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.19 |
| Parity: |
1.50 |
| Time value: |
0.03 |
| Break-even: |
54.49 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
3.46 |
| Rho: |
0.07 |
Quote data
| Open: |
1.520 |
| High: |
1.540 |
| Low: |
1.500 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.53% |
| 1 Month |
|
|
+37.84% |
| 3 Months |
|
|
+200.00% |
| YTD |
|
|
+59.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.300 |
| 1M High / 1M Low: |
1.530 |
1.110 |
| 6M High / 6M Low: |
1.530 |
0.470 |
| High (YTD): |
08/11/2024 |
1.530 |
| Low (YTD): |
12/08/2024 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.324 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.807 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.52% |
| Volatility 6M: |
|
100.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
