BNP Paribas Call 56 CSCO 20.12.2024
/ DE000PC25WA0
BNP Paribas Call 56 CSCO 20.12.20.../ DE000PC25WA0 /
| 10/4/2024 9:50:21 PM |
Chg.0.000 |
Bid10/4/2024 |
Ask10/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
0.00% |
0.090
Bid Size: 50,000 |
0.100
Ask Size: 50,000 |
Cisco Systems Inc |
56.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC25WA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-0.30 |
| Time value: |
0.10 |
| Break-even: |
52.03 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
0.32 |
| Theta: |
-0.01 |
| Omega: |
15.56 |
| Rho: |
0.03 |
Quote data
| Open: |
0.090 |
| High: |
0.100 |
| Low: |
0.084 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
+172.73% |
| 3 Months |
|
|
+181.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.081 |
| 1M High / 1M Low: |
0.100 |
0.033 |
| 6M High / 6M Low: |
0.160 |
0.021 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.059 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.35% |
| Volatility 6M: |
|
284.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
