BNP Paribas Call 42 CSCO 19.09.2025
/ DE000PC1H904
BNP Paribas Call 42 CSCO 19.09.20.../ DE000PC1H904 /
| 2024-07-26 9:50:26 PM |
Chg.+0.030 |
Bid9:56:46 PM |
Ask9:56:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+3.85% |
0.810
Bid Size: 50,000 |
0.820
Ask Size: 50,000 |
Cisco Systems Inc |
42.00 USD |
2025-09-19 |
Call |
Master data
| WKN: |
PC1H90 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
2025-09-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.54 |
| Time value: |
0.28 |
| Break-even: |
46.89 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.23% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
4.34 |
| Rho: |
0.31 |
Quote data
| Open: |
0.780 |
| High: |
0.810 |
| Low: |
0.780 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.19% |
| 1 Month |
|
|
+2.53% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
-23.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.720 |
| 1M High / 1M Low: |
0.850 |
0.670 |
| 6M High / 6M Low: |
1.230 |
0.640 |
| High (YTD): |
2024-01-29 |
1.230 |
| Low (YTD): |
2024-06-13 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.757 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.874 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.70% |
| Volatility 6M: |
|
66.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
