BNP Paribas Call 48 CSCO 17.01.2025
/ DE000PC1H9Q7
BNP Paribas Call 48 CSCO 17.01.20.../ DE000PC1H9Q7 /
| 03/09/2024 09:14:27 |
Chg.-0.010 |
Bid22:00:09 |
Ask22:00:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-2.56% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
48.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC1H9Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.23 |
| Time value: |
0.19 |
| Break-even: |
47.57 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
10.53% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
7.62 |
| Rho: |
0.10 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.32% |
| 1 Month |
|
|
+35.71% |
| 3 Months |
|
|
+52.00% |
| YTD |
|
|
-35.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.350 |
| 1M High / 1M Low: |
0.410 |
0.180 |
| 6M High / 6M Low: |
0.610 |
0.180 |
| High (YTD): |
29/01/2024 |
0.710 |
| Low (YTD): |
13/08/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.342 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.32% |
| Volatility 6M: |
|
166.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
