BNP Paribas Call 42 CIS 20.09.2024
/ DE000PC1H896
BNP Paribas Call 42 CIS 20.09.202.../ DE000PC1H896 /
| 8/20/2024 9:50:31 PM |
Chg.+0.070 |
Bid9:55:16 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+10.14% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
42.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PC1H89 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
8/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
1.42 |
| Historic volatility: |
0.18 |
| Parity: |
0.37 |
| Time value: |
0.37 |
| Break-even: |
49.40 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
4.40 |
| Spread abs.: |
-0.02 |
| Spread %: |
-2.63% |
| Delta: |
0.67 |
| Theta: |
-0.15 |
| Omega: |
4.12 |
| Rho: |
0.01 |
Quote data
| Open: |
0.730 |
| High: |
0.760 |
| Low: |
0.710 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+52.00% |
| 3 Months |
|
|
+52.00% |
| YTD |
|
|
-15.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.760 |
0.360 |
| 6M High / 6M Low: |
0.840 |
0.360 |
| High (YTD): |
1/29/2024 |
1.070 |
| Low (YTD): |
8/12/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.498 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.609 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.90% |
| Volatility 6M: |
|
130.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
