BNP Paribas Call 46 CSCO 20.12.2024
/ DE000PC25V88
BNP Paribas Call 46 CSCO 20.12.20.../ DE000PC25V88 /
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: |
|
- |