BNP Paribas Call 45 CSCO 20.06.2025
/ DE000PC1H9U9
BNP Paribas Call 45 CSCO 20.06.20.../ DE000PC1H9U9 /
| 11/8/2024 9:50:33 PM |
Chg.+0.020 |
Bid9:57:27 PM |
Ask9:57:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
+1.53% |
1.330
Bid Size: 39,500 |
1.350
Ask Size: 39,500 |
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: |
4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
1.22 |
| Time value: |
0.13 |
| Break-even: |
55.49 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.50% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.66 |
| Rho: |
0.22 |
Quote data
| Open: |
1.320 |
| High: |
1.330 |
| Low: |
1.290 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.91% |
| 1 Month |
|
|
+41.49% |
| 3 Months |
|
|
+202.27% |
| YTD |
|
|
+58.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
1.120 |
| 1M High / 1M Low: |
1.330 |
0.940 |
| 6M High / 6M Low: |
1.330 |
0.410 |
| High (YTD): |
11/8/2024 |
1.330 |
| Low (YTD): |
8/12/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.690 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.93% |
| Volatility 6M: |
|
99.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
