BNP Paribas Call 52 CSCO 19.09.20.../  DE000PC1H946  /

EUWAX
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:   -