BNP Paribas Call 45 CSCO 16.01.2026
/ DE000PC1JAG4
BNP Paribas Call 45 CSCO 16.01.20.../ DE000PC1JAG4 /
| 07/10/2024 21:50:31 |
Chg.-0.020 |
Bid21:50:51 |
Ask21:50:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-2.02% |
0.970
Bid Size: 50,000 |
0.980
Ask Size: 50,000 |
Cisco Systems Inc |
45.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1JAG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.71 |
| Time value: |
0.29 |
| Break-even: |
51.02 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.01% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.97 |
| Rho: |
0.38 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.970 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+44.78% |
| 3 Months |
|
|
+56.45% |
| YTD |
|
|
+3.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.940 |
| 1M High / 1M Low: |
0.990 |
0.690 |
| 6M High / 6M Low: |
0.990 |
0.510 |
| High (YTD): |
29/01/2024 |
1.090 |
| Low (YTD): |
12/08/2024 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.858 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.718 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.57% |
| Volatility 6M: |
|
85.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
