BNP Paribas Call 46 CSCO 20.12.20.../  DE000PC25V88  /

EUWAX
11/8/2024  1:54:27 PM Chg.+0.01 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.15EUR +0.88% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 46.00 USD 12/20/2024 Call
 

Master data

WKN: PC25V8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 12/20/2024
Issue date: 1/10/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.71
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 1.13
Implied volatility: 0.40
Historic volatility: 0.19
Parity: 1.13
Time value: 0.02
Break-even: 54.42
Moneyness: 1.26
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.01
Omega: 4.55
Rho: 0.05
 

Quote data

Open: 1.14
High: 1.15
Low: 1.14
Previous Close: 1.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.29%
1 Month  
+51.32%
3 Months  
+283.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.15 0.91
1M High / 1M Low: 1.15 0.75
6M High / 6M Low: 1.15 0.23
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.04
Avg. volume 1W:   0.00
Avg. price 1M:   0.94
Avg. volume 1M:   0.00
Avg. price 6M:   0.50
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.47%
Volatility 6M:   155.40%
Volatility 1Y:   -
Volatility 3Y:   -