BNP Paribas Call 44 CSCO 21.03.2025
/ DE000PC9WQ38
BNP Paribas Call 44 CSCO 21.03.20.../ DE000PC9WQ38 /
| 04/09/2024 20:21:04 |
Chg.-0.030 |
Bid04/09/2024 |
Ask04/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-4.35% |
0.660
Bid Size: 100,000 |
0.670
Ask Size: 100,000 |
Cisco Systems Inc |
44.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
PC9WQ3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.55 |
| Time value: |
0.15 |
| Break-even: |
46.82 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
5.38 |
| Rho: |
0.17 |
Quote data
| Open: |
0.670 |
| High: |
0.690 |
| Low: |
0.660 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.49% |
| 1 Month |
|
|
+26.92% |
| 3 Months |
|
|
+15.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.670 |
| 1M High / 1M Low: |
0.730 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
