BNP Paribas Call 50 CSCO 20.06.2025
/ DE000PC1H9W5
BNP Paribas Call 50 CSCO 20.06.20.../ DE000PC1H9W5 /
| 11/12/2024 7:50:25 PM |
Chg.0.000 |
Bid8:05:59 PM |
Ask8:05:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
0.00% |
0.990
Bid Size: 84,000 |
1.010
Ask Size: 84,000 |
Cisco Systems Inc |
50.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PC1H9W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.81 |
| Time value: |
0.19 |
| Break-even: |
56.89 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
4.61 |
| Rho: |
0.22 |
Quote data
| Open: |
0.980 |
| High: |
1.010 |
| Low: |
0.980 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.75% |
| 1 Month |
|
|
+52.31% |
| 3 Months |
|
|
+350.00% |
| YTD |
|
|
+73.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.800 |
| 1M High / 1M Low: |
0.990 |
0.640 |
| 6M High / 6M Low: |
0.990 |
0.220 |
| High (YTD): |
11/11/2024 |
0.990 |
| Low (YTD): |
8/12/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.797 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.08% |
| Volatility 6M: |
|
126.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
