BNP Paribas Call 42 CSCO 20.06.2025
/ DE000PC1H9T1
BNP Paribas Call 42 CSCO 20.06.20.../ DE000PC1H9T1 /
| 9/3/2024 9:50:31 PM |
Chg.0.000 |
Bid9:54:53 PM |
Ask9:54:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
0.00% |
0.870
Bid Size: 50,000 |
0.890
Ask Size: 50,000 |
Cisco Systems Inc |
42.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PC1H9T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.77 |
| Time value: |
0.20 |
| Break-even: |
47.65 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
8.99% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
4.00 |
| Rho: |
0.23 |
Quote data
| Open: |
0.870 |
| High: |
0.900 |
| Low: |
0.870 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.40% |
| 1 Month |
|
|
+27.94% |
| 3 Months |
|
|
+27.94% |
| YTD |
|
|
-15.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.850 |
| 1M High / 1M Low: |
0.920 |
0.560 |
| 6M High / 6M Low: |
0.990 |
0.560 |
| High (YTD): |
1/29/2024 |
1.190 |
| Low (YTD): |
8/12/2024 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.791 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.97% |
| Volatility 6M: |
|
84.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
