BNP Paribas Call 48 CSCO 19.12.20.../  DE000PC1H995  /

EUWAX
2024-07-25  9:04:03 AM Chg.+0.030 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.480EUR +6.67% -
Bid Size: -
-
Ask Size: -
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: 8.82
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.11
Time value: 0.49
Break-even: 49.19
Moneyness: 0.98
Premium: 0.14
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.59
Theta: -0.01
Omega: 5.22
Rho: 0.29
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -2.04%
3 Months
  -23.81%
YTD
  -38.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.450
1M High / 1M Low: 0.560 0.430
6M High / 6M Low: 0.900 0.400
High (YTD): 2024-01-30 0.900
Low (YTD): 2024-06-14 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   0.490
Avg. volume 1W:   0.000
Avg. price 1M:   0.487
Avg. volume 1M:   0.000
Avg. price 6M:   0.605
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.09%
Volatility 6M:   98.17%
Volatility 1Y:   -
Volatility 3Y:   -