BNP Paribas Call 46 CSCO 20.06.2025
/ DE000PG3P5F7
BNP Paribas Call 46 CSCO 20.06.20.../ DE000PG3P5F7 /
04/09/2024 09:02:51 |
Chg.-0.040 |
Bid19:23:36 |
Ask19:23:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-6.35% |
0.580 Bid Size: 100,000 |
0.590 Ask Size: 100,000 |
Cisco Systems Inc |
46.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
PG3P5F |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
08/07/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.37 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
0.37 |
Time value: |
0.25 |
Break-even: |
47.83 |
Moneyness: |
1.09 |
Premium: |
0.06 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.64% |
Delta: |
0.76 |
Theta: |
-0.01 |
Omega: |
5.53 |
Rho: |
0.22 |
Quote data
Open: |
0.590 |
High: |
0.590 |
Low: |
0.590 |
Previous Close: |
0.630 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.81% |
1 Month |
|
|
+20.41% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.600 |
1M High / 1M Low: |
0.650 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.628 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.536 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |