BNP Paribas Call 52 CSCO 19.09.2025
/ DE000PC1H946
BNP Paribas Call 52 CSCO 19.09.20.../ DE000PC1H946 /
2024-11-12 9:06:27 AM |
Chg.+0.040 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
+4.60% |
- Bid Size: - |
- Ask Size: - |
Cisco Systems Inc |
52.00 USD |
2025-09-19 |
Call |
Master data
WKN: |
PC1H94 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Cisco Systems Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
52.00 USD |
Maturity: |
2025-09-19 |
Issue date: |
2023-12-11 |
Last trading day: |
2025-09-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.85 |
Intrinsic value: |
0.62 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
0.62 |
Time value: |
0.30 |
Break-even: |
57.97 |
Moneyness: |
1.13 |
Premium: |
0.05 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
1.10% |
Delta: |
0.78 |
Theta: |
-0.01 |
Omega: |
4.66 |
Rho: |
0.29 |
Quote data
Open: |
0.910 |
High: |
0.910 |
Low: |
0.910 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.17% |
1 Month |
|
|
+62.50% |
3 Months |
|
|
+295.65% |
YTD |
|
|
+68.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.710 |
1M High / 1M Low: |
0.870 |
0.590 |
6M High / 6M Low: |
0.870 |
0.210 |
High (YTD): |
2024-11-11 |
0.870 |
Low (YTD): |
2024-08-13 |
0.210 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.810 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.721 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.390 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.27% |
Volatility 6M: |
|
135.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |