BNP Paribas Call 42 CSCO 19.12.2025
/ DE000PC1H979
BNP Paribas Call 42 CSCO 19.12.20.../ DE000PC1H979 /
| 09/10/2024 21:50:40 |
Chg.+0.070 |
Bid21:54:10 |
Ask21:54:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+5.98% |
1.240
Bid Size: 46,500 |
1.260
Ask Size: 46,500 |
Cisco Systems Inc |
42.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC1H97 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.98 |
| Time value: |
0.21 |
| Break-even: |
50.17 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.71% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
3.60 |
| Rho: |
0.37 |
Quote data
| Open: |
1.170 |
| High: |
1.240 |
| Low: |
1.160 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.83% |
| 1 Month |
|
|
+45.88% |
| 3 Months |
|
|
+72.22% |
| YTD |
|
|
+12.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
1.140 |
| 1M High / 1M Low: |
1.170 |
0.850 |
| 6M High / 6M Low: |
1.170 |
0.650 |
| High (YTD): |
29/01/2024 |
1.270 |
| Low (YTD): |
12/08/2024 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.880 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.56% |
| Volatility 6M: |
|
75.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
