BNP Paribas Call 48 CSCO 16.01.2026
/ DE000PC1JAH2
BNP Paribas Call 48 CSCO 16.01.20.../ DE000PC1JAH2 /
8/14/2024 8:50:32 PM |
Chg.+0.010 |
Bid8/14/2024 |
Ask8/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
+2.50% |
- Bid Size: - |
- Ask Size: - |
Cisco Systems Inc |
48.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC1JAH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.17 |
Parity: |
-0.24 |
Time value: |
0.41 |
Break-even: |
47.75 |
Moneyness: |
0.95 |
Premium: |
0.16 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
2.50% |
Delta: |
0.54 |
Theta: |
-0.01 |
Omega: |
5.47 |
Rho: |
0.26 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.390 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.65% |
1 Month |
|
|
-21.15% |
3 Months |
|
|
-37.88% |
YTD |
|
|
-48.10% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.390 |
1M High / 1M Low: |
0.580 |
0.390 |
6M High / 6M Low: |
0.810 |
0.390 |
High (YTD): |
1/29/2024 |
0.920 |
Low (YTD): |
8/12/2024 |
0.390 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.418 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.490 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.580 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.11% |
Volatility 6M: |
|
84.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |