BNP Paribas Call 52 CSCO 20.12.2024
/ DE000PC1H9N4
BNP Paribas Call 52 CSCO 20.12.20.../ DE000PC1H9N4 /
| 29/07/2024 10:20:47 |
Chg.0.000 |
Bid29/07/2024 |
Ask29/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
0.00% |
0.130
Bid Size: 50,000 |
0.140
Ask Size: 50,000 |
Cisco Systems Inc |
52.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC1H9N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
-0.38 |
| Time value: |
0.14 |
| Break-even: |
49.31 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
10.96 |
| Rho: |
0.06 |
Quote data
| Open: |
0.130 |
| High: |
0.140 |
| Low: |
0.130 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.44% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
-31.58% |
| YTD |
|
|
-65.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.089 |
| 1M High / 1M Low: |
0.150 |
0.075 |
| 6M High / 6M Low: |
0.470 |
0.067 |
| High (YTD): |
29/01/2024 |
0.470 |
| Low (YTD): |
13/06/2024 |
0.067 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.196 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.68% |
| Volatility 6M: |
|
189.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
