BNP Paribas Call 52 CSCO 19.12.20.../  DE000PC1JAB5  /

EUWAX
2024-07-25  10:12:42 AM Chg.+0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.310EUR +3.33% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 52.00 USD 2025-12-19 Call
 

Master data

WKN: PC1JAB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 52.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.71
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.48
Time value: 0.34
Break-even: 51.38
Moneyness: 0.90
Premium: 0.19
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.47
Theta: -0.01
Omega: 5.93
Rho: 0.24
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.42%
1 Month
  -6.06%
3 Months
  -32.61%
YTD
  -47.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.300
1M High / 1M Low: 0.390 0.280
6M High / 6M Low: 0.700 0.260
High (YTD): 2024-01-30 0.700
Low (YTD): 2024-06-14 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   0.000
Avg. price 6M:   0.436
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.83%
Volatility 6M:   114.03%
Volatility 1Y:   -
Volatility 3Y:   -