BNP Paribas Call 48 CSCO 19.09.2025
/ DE000PC1H920
BNP Paribas Call 48 CSCO 19.09.20.../ DE000PC1H920 /
| 08/11/2024 21:50:26 |
Chg.+0.010 |
Bid21:57:10 |
Ask21:57:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
+0.88% |
1.140
Bid Size: 43,000 |
1.160
Ask Size: 43,000 |
Cisco Systems Inc |
48.00 USD |
19/09/2025 |
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: |
19/09/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.94 |
| Time value: |
0.22 |
| Break-even: |
56.39 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.75% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
3.99 |
| Rho: |
0.30 |
Quote data
| Open: |
1.130 |
| High: |
1.150 |
| Low: |
1.110 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.58% |
| 1 Month |
|
|
+46.15% |
| 3 Months |
|
|
+216.67% |
| YTD |
|
|
+58.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.950 |
| 1M High / 1M Low: |
1.140 |
0.780 |
| 6M High / 6M Low: |
1.140 |
0.330 |
| High (YTD): |
08/11/2024 |
1.140 |
| Low (YTD): |
12/08/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.966 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.573 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.30% |
| Volatility 6M: |
|
108.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
