BNP Paribas Call 42 CSCO 20.12.2024
/ DE000PC1H9K0
BNP Paribas Call 42 CSCO 20.12.20.../ DE000PC1H9K0 /
9/3/2024 9:14:27 AM |
Chg.-0.010 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
-1.20% |
- 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: |
5.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.77 |
Implied volatility: |
0.32 |
Historic volatility: |
0.18 |
Parity: |
0.77 |
Time value: |
0.09 |
Break-even: |
46.55 |
Moneyness: |
1.20 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.05 |
Spread %: |
6.17% |
Delta: |
0.89 |
Theta: |
-0.01 |
Omega: |
4.70 |
Rho: |
0.09 |
Quote data
Open: |
0.820 |
High: |
0.820 |
Low: |
0.820 |
Previous Close: |
0.830 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.53% |
1 Month |
|
|
+34.43% |
3 Months |
|
|
+41.38% |
YTD |
|
|
-13.68% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.780 |
1M High / 1M Low: |
0.850 |
0.460 |
6M High / 6M Low: |
1.030 |
0.460 |
High (YTD): |
1/25/2024 |
1.110 |
Low (YTD): |
8/13/2024 |
0.460 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.822 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.680 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.689 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.35% |
Volatility 6M: |
|
116.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |