BNP Paribas Call 45 CSCO 20.06.2025
/ DE000PC1H9U9
BNP Paribas Call 45 CSCO 20.06.20.../ DE000PC1H9U9 /
| 2024-10-07 9:50:42 PM |
Chg.-0.020 |
Bid2024-10-07 |
Ask2024-10-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-2.27% |
0.860
Bid Size: 50,000 |
0.880
Ask Size: 50,000 |
Cisco Systems Inc |
45.00 USD |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.71 |
| Time value: |
0.19 |
| Break-even: |
50.02 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.45 |
| Rho: |
0.22 |
Quote data
| Open: |
0.880 |
| High: |
0.890 |
| Low: |
0.860 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.61% |
| 1 Month |
|
|
+50.88% |
| 3 Months |
|
|
+79.17% |
| YTD |
|
|
+2.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.830 |
| 1M High / 1M Low: |
0.880 |
0.580 |
| 6M High / 6M Low: |
0.880 |
0.410 |
| High (YTD): |
2024-01-29 |
0.990 |
| Low (YTD): |
2024-08-12 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.611 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.63% |
| Volatility 6M: |
|
98.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
