BNP Paribas Call 52 CSCO 21.03.20.../  DE000PC9WQY9  /

EUWAX
09/10/2024  08:25:39 Chg.+0.010 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.360EUR +2.86% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 52.00 USD 21/03/2025 Call
 

Master data

WKN: PC9WQY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 52.00 USD
Maturity: 21/03/2025
Issue date: 15/05/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.98
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.07
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.07
Time value: 0.30
Break-even: 51.08
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.60
Theta: -0.01
Omega: 7.83
Rho: 0.11
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+111.76%
3 Months  
+157.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.340
1M High / 1M Low: 0.360 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   0.287
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -