BNP Paribas Call 50 CSCO 20.06.2025
/ DE000PC1H9W5
BNP Paribas Call 50 CSCO 20.06.20.../ DE000PC1H9W5 /
10/9/2024 8:50:24 PM |
Chg.+0.050 |
Bid10/9/2024 |
Ask10/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
+9.09% |
0.600 Bid Size: 100,000 |
0.610 Ask Size: 100,000 |
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: |
8.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.25 |
Implied volatility: |
0.23 |
Historic volatility: |
0.18 |
Parity: |
0.25 |
Time value: |
0.31 |
Break-even: |
51.16 |
Moneyness: |
1.05 |
Premium: |
0.06 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.82% |
Delta: |
0.69 |
Theta: |
-0.01 |
Omega: |
5.90 |
Rho: |
0.19 |
Quote data
Open: |
0.540 |
High: |
0.600 |
Low: |
0.540 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
+87.50% |
3 Months |
|
|
+140.00% |
YTD |
|
|
+5.26% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.530 |
1M High / 1M Low: |
0.550 |
0.320 |
6M High / 6M Low: |
0.550 |
0.220 |
High (YTD): |
1/29/2024 |
0.690 |
Low (YTD): |
8/12/2024 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.540 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.462 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.361 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.34% |
Volatility 6M: |
|
121.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |