BNP Paribas Call 45 CSCO 19.09.2025
/ DE000PC1H912
BNP Paribas Call 45 CSCO 19.09.20.../ DE000PC1H912 /
| 7/29/2024 8:50:32 PM |
Chg.+0.010 |
Bid7/29/2024 |
Ask7/29/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+1.59% |
0.640
Bid Size: 100,000 |
0.650
Ask Size: 100,000 |
Cisco Systems Inc |
45.00 USD |
9/19/2025 |
Call |
Master data
| WKN: |
PC1H91 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
9/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.27 |
| Time value: |
0.37 |
| Break-even: |
47.86 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
4.91 |
| Rho: |
0.29 |
Quote data
| Open: |
0.630 |
| High: |
0.650 |
| Low: |
0.610 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+4.92% |
| 3 Months |
|
|
-9.86% |
| YTD |
|
|
-27.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.550 |
| 1M High / 1M Low: |
0.670 |
0.510 |
| 6M High / 6M Low: |
1.030 |
0.480 |
| High (YTD): |
1/29/2024 |
1.030 |
| Low (YTD): |
6/13/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.698 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.22% |
| Volatility 6M: |
|
75.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
