BNP Paribas Call 45 CSCO 20.06.2025
/ DE000PC1H9U9
BNP Paribas Call 45 CSCO 20.06.20.../ DE000PC1H9U9 /
| 11/12/2024 9:50:44 PM |
Chg.0.000 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
0.00% |
1.390
Bid Size: 38,500 |
1.410
Ask Size: 38,500 |
Cisco Systems Inc |
45.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PC1H9U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
1.28 |
| Time value: |
0.12 |
| Break-even: |
56.20 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.45% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
3.63 |
| Rho: |
0.22 |
Quote data
| Open: |
1.380 |
| High: |
1.410 |
| Low: |
1.380 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.83% |
| 1 Month |
|
|
+39.00% |
| 3 Months |
|
|
+239.02% |
| YTD |
|
|
+65.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.160 |
| 1M High / 1M Low: |
1.390 |
0.980 |
| 6M High / 6M Low: |
1.390 |
0.410 |
| High (YTD): |
11/11/2024 |
1.390 |
| Low (YTD): |
8/12/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.165 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.695 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.85% |
| Volatility 6M: |
|
99.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
