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

EUWAX
2024-11-12  8:41:08 AM Chg.-0.03 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.21EUR -2.42% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 46.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2024-01-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.54
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 1.18
Implied volatility: 0.44
Historic volatility: 0.19
Parity: 1.18
Time value: 0.03
Break-even: 55.24
Moneyness: 1.27
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.01
Omega: 4.38
Rho: 0.04
 

Quote data

Open: 1.21
High: 1.21
Low: 1.21
Previous Close: 1.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.04%
1 Month  
+61.33%
3 Months  
+365.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.24 0.96
1M High / 1M Low: 1.24 0.80
6M High / 6M Low: 1.24 0.23
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.11
Avg. volume 1W:   0.00
Avg. price 1M:   0.98
Avg. volume 1M:   0.00
Avg. price 6M:   0.51
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.67%
Volatility 6M:   155.61%
Volatility 1Y:   -
Volatility 3Y:   -