BNP Paribas Call 48 CSCO 19.09.20.../  DE000PC1H920  /

Frankfurt Zert./BNP
2024-07-26  9:50:26 PM Chg.+0.020 Bid2024-07-26 Ask2024-07-26 Underlying Strike price Expiration date Option type
0.480EUR +4.35% 0.480
Bid Size: 50,000
0.490
Ask Size: 50,000
Cisco Systems Inc 48.00 USD 2025-09-19 Call
 

Master data

WKN: PC1H92
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 2025-09-19
Issue date: 2023-12-11
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.00
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -0.01
Time value: 0.49
Break-even: 49.12
Moneyness: 1.00
Premium: 0.11
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.61
Theta: -0.01
Omega: 5.50
Rho: 0.25
 

Quote data

Open: 0.470
High: 0.490
Low: 0.460
Previous Close: 0.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month  
+2.13%
3 Months
  -15.79%
YTD
  -33.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.410
1M High / 1M Low: 0.520 0.380
6M High / 6M Low: 0.850 0.360
High (YTD): 2024-01-29 0.850
Low (YTD): 2024-06-17 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.441
Avg. volume 1M:   0.000
Avg. price 6M:   0.547
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.05%
Volatility 6M:   86.26%
Volatility 1Y:   -
Volatility 3Y:   -