BNP Paribas Call 42 CSCO 20.12.20.../  DE000PC1H9K0  /

EUWAX
11/8/2024  9:36:10 AM Chg.-0.02 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.49EUR -1.32% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 42.00 USD 12/20/2024 Call
 

Master data

WKN: PC1H9K
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 12/20/2024
Issue date: 12/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.56
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 1.50
Implied volatility: 0.51
Historic volatility: 0.19
Parity: 1.50
Time value: 0.02
Break-even: 54.39
Moneyness: 1.38
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 3.49
Rho: 0.04
 

Quote data

Open: 1.49
High: 1.49
Low: 1.49
Previous Close: 1.51
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.17%
1 Month  
+46.08%
3 Months  
+181.13%
YTD  
+56.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.51 1.27
1M High / 1M Low: 1.51 1.11
6M High / 6M Low: 1.51 0.46
High (YTD): 11/7/2024 1.51
Low (YTD): 8/13/2024 0.46
52W High: - -
52W Low: - -
Avg. price 1W:   1.39
Avg. volume 1W:   0.00
Avg. price 1M:   1.31
Avg. volume 1M:   0.00
Avg. price 6M:   0.79
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.80%
Volatility 6M:   116.36%
Volatility 1Y:   -
Volatility 3Y:   -