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: |
|
- |