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: |
|
- |
