BNP Paribas Call 48 CSCO 20.09.2024
/ DE000PC1H9D5
BNP Paribas Call 48 CSCO 20.09.20.../ DE000PC1H9D5 /
| 03/09/2024 09:14:27 |
Chg.-0.010 |
Bid22:00:09 |
Ask22:00:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-3.85% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
48.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC1H9D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.18 |
| Parity: |
0.23 |
| Time value: |
0.06 |
| Break-even: |
46.27 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.05 |
| Spread %: |
20.83% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
11.98 |
| Rho: |
0.01 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
+56.25% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
-51.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.210 |
| 1M High / 1M Low: |
0.280 |
0.073 |
| 6M High / 6M Low: |
0.500 |
0.073 |
| High (YTD): |
25/01/2024 |
0.630 |
| Low (YTD): |
13/08/2024 |
0.073 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.231 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
365.51% |
| Volatility 6M: |
|
263.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
