BNP Paribas Call 50 CSCO 19.12.20.../  DE000PC1JAA7  /

EUWAX
10/9/2024  9:16:13 AM Chg.+0.010 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.660EUR +1.54% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 50.00 USD 12/19/2025 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: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.07
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.25
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 0.25
Time value: 0.43
Break-even: 52.36
Moneyness: 1.05
Premium: 0.09
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.69
Theta: -0.01
Omega: 4.90
Rho: 0.32
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month  
+60.98%
3 Months  
+78.38%
YTD
  -2.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.630
1M High / 1M Low: 0.670 0.410
6M High / 6M Low: 0.720 0.310
High (YTD): 1/25/2024 0.800
Low (YTD): 8/13/2024 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.560
Avg. volume 1M:   0.000
Avg. price 6M:   0.468
Avg. volume 6M:   5.077
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.44%
Volatility 6M:   141.88%
Volatility 1Y:   -
Volatility 3Y:   -