BNP Paribas Call 50 CSCO 19.12.2025
/ DE000PC1JAA7
BNP Paribas Call 50 CSCO 19.12.20.../ DE000PC1JAA7 /
06/09/2024 09:16:27 |
Chg.-0.040 |
Bid18:07:59 |
Ask18:07:59 |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
-8.51% |
0.410 Bid Size: 100,000 |
0.420 Ask Size: 100,000 |
Cisco Systems Inc |
50.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
PC1JAA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
-0.08 |
Time value: |
0.46 |
Break-even: |
49.60 |
Moneyness: |
0.98 |
Premium: |
0.12 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
2.22% |
Delta: |
0.59 |
Theta: |
-0.01 |
Omega: |
5.70 |
Rho: |
0.28 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.470 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.31% |
1 Month |
|
|
+34.38% |
3 Months |
|
|
+16.22% |
YTD |
|
|
-36.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.470 |
1M High / 1M Low: |
0.540 |
0.310 |
6M High / 6M Low: |
0.720 |
0.310 |
High (YTD): |
25/01/2024 |
0.800 |
Low (YTD): |
13/08/2024 |
0.310 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.504 |
Avg. volume 1W: |
|
66 |
Avg. price 1M: |
|
0.455 |
Avg. volume 1M: |
|
14.348 |
Avg. price 6M: |
|
0.475 |
Avg. volume 6M: |
|
5.116 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
244.92% |
Volatility 6M: |
|
140.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |