BNP Paribas Call 50 CSCO 19.09.2025
/ DE000PC1H938
BNP Paribas Call 50 CSCO 19.09.20.../ DE000PC1H938 /
06/09/2024 09:15:47 |
Chg.-0.040 |
Bid20:07:52 |
Ask20:07:52 |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
-9.76% |
0.360 Bid Size: 100,000 |
0.370 Ask Size: 100,000 |
Cisco Systems Inc |
50.00 USD |
19/09/2025 |
Call |
Master data
WKN: |
PC1H93 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 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: |
11.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
-0.08 |
Time value: |
0.40 |
Break-even: |
49.00 |
Moneyness: |
0.98 |
Premium: |
0.11 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
0.58 |
Theta: |
-0.01 |
Omega: |
6.38 |
Rho: |
0.22 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.370 |
Previous Close: |
0.410 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.28% |
1 Month |
|
|
+32.14% |
3 Months |
|
|
+15.63% |
YTD |
|
|
-40.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.410 |
1M High / 1M Low: |
0.480 |
0.270 |
6M High / 6M Low: |
0.680 |
0.270 |
High (YTD): |
25/01/2024 |
0.730 |
Low (YTD): |
13/08/2024 |
0.270 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.448 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.399 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.425 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.50% |
Volatility 6M: |
|
128.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |