BNP Paribas Call 48 CSCO 20.09.20.../  DE000PC1H9D5  /

EUWAX
7/26/2024  9:10:00 AM Chg.- Bid8:25:07 AM Ask8:25:07 AM Underlying Strike price Expiration date Option type
0.170EUR - 0.190
Bid Size: 25,000
0.200
Ask Size: 25,000
Cisco Systems Inc 48.00 USD 9/20/2024 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: 9/20/2024
Issue date: 12/11/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.05
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.17
Parity: -0.01
Time value: 0.20
Break-even: 46.22
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.53
Theta: -0.02
Omega: 11.74
Rho: 0.03
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month     0.00%
3 Months
  -41.38%
YTD
  -67.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.120
1M High / 1M Low: 0.220 0.100
6M High / 6M Low: 0.620 0.089
High (YTD): 1/25/2024 0.630
Low (YTD): 6/14/2024 0.089
52W High: - -
52W Low: - -
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   0.280
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   281.68%
Volatility 6M:   221.12%
Volatility 1Y:   -
Volatility 3Y:   -