BNP Paribas Call 52 CSCO 20.12.2024
/ DE000PC1H9N4
BNP Paribas Call 52 CSCO 20.12.20.../ DE000PC1H9N4 /
| 9/3/2024 9:50:32 PM |
Chg.0.000 |
Bid9:58:39 PM |
Ask9:58:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
0.00% |
0.160
Bid Size: 50,000 |
0.170
Ask Size: 50,000 |
Cisco Systems Inc |
52.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-0.13 |
| Time value: |
0.20 |
| Break-even: |
48.99 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
25.00% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
10.76 |
| Rho: |
0.06 |
Quote data
| Open: |
0.150 |
| High: |
0.160 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+36.36% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
-60.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.140 |
| 1M High / 1M Low: |
0.180 |
0.061 |
| 6M High / 6M Low: |
0.300 |
0.061 |
| High (YTD): |
1/29/2024 |
0.470 |
| Low (YTD): |
8/12/2024 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.126 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.161 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.80% |
| Volatility 6M: |
|
214.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
