BNP Paribas Call 48 CSCO 19.12.2025
/ DE000PC1H995
BNP Paribas Call 48 CSCO 19.12.20.../ DE000PC1H995 /
| 2024-06-27 4:35:27 PM |
Chg.-0.010 |
Bid4:41:13 PM |
Ask4:41:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-2.08% |
0.470
Bid Size: 99,000 |
0.480
Ask Size: 99,000 |
Cisco Systems Inc |
48.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1H99 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-0.11 |
| Time value: |
0.49 |
| Break-even: |
49.84 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
5.34 |
| Rho: |
0.31 |
Quote data
| Open: |
0.470 |
| High: |
0.480 |
| Low: |
0.470 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-30.88% |
| YTD |
|
|
-38.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.470 |
| 1M High / 1M Low: |
0.530 |
0.400 |
| 6M High / 6M Low: |
0.910 |
0.400 |
| High (YTD): |
2024-01-29 |
0.910 |
| Low (YTD): |
2024-06-13 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.651 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.76% |
| Volatility 6M: |
|
73.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
