BNP Paribas Call 52 CSCO 16.01.2026
/ DE000PC1JAK6
BNP Paribas Call 52 CSCO 16.01.20.../ DE000PC1JAK6 /
| 08/11/2024 09:36:32 |
Chg.-0.020 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-2.13% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
52.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1JAK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.57 |
| Time value: |
0.38 |
| Break-even: |
58.02 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
4.36 |
| Rho: |
0.38 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.48% |
| 1 Month |
|
|
+43.75% |
| 3 Months |
|
|
+196.77% |
| YTD |
|
|
+50.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.770 |
| 1M High / 1M Low: |
0.940 |
0.640 |
| 6M High / 6M Low: |
0.940 |
0.270 |
| High (YTD): |
07/11/2024 |
0.940 |
| Low (YTD): |
14/08/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.788 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.454 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.65% |
| Volatility 6M: |
|
121.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
