BNP Paribas Call 55 CSCO 20.06.20.../  DE000PC1H9Y1  /

EUWAX
31/07/2024  09:00:58 Chg.+0.010 Bid09:20:30 Ask09:20:30 Underlying Strike price Expiration date Option type
0.190EUR +5.56% 0.190
Bid Size: 25,000
0.200
Ask Size: 25,000
Cisco Systems Inc 55.00 USD 20/06/2025 Call
 

Master data

WKN: PC1H9Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 20/06/2025
Issue date: 11/12/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.35
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -0.65
Time value: 0.19
Break-even: 52.74
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.34
Theta: -0.01
Omega: 8.05
Rho: 0.12
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.15%
1 Month  
+18.75%
3 Months
  -17.39%
YTD
  -48.65%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.130
1M High / 1M Low: 0.190 0.120
6M High / 6M Low: 0.380 0.110
High (YTD): 30/01/2024 0.450
Low (YTD): 17/06/2024 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.151
Avg. volume 1M:   0.000
Avg. price 6M:   0.229
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.73%
Volatility 6M:   157.77%
Volatility 1Y:   -
Volatility 3Y:   -