BNP Paribas Call 60 CSCO 19.12.20.../  DE000PC1JAD1  /

EUWAX
10/4/2024  9:16:48 AM Chg.+0.010 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.250EUR +4.17% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 60.00 USD 12/19/2025 Call
 

Master data

WKN: PC1JAD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.80
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.66
Time value: 0.27
Break-even: 57.37
Moneyness: 0.88
Premium: 0.19
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.39
Theta: -0.01
Omega: 6.99
Rho: 0.19
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+56.25%
3 Months  
+78.57%
YTD
  -24.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.240
1M High / 1M Low: 0.250 0.140
6M High / 6M Low: 0.320 0.100
High (YTD): 1/25/2024 0.390
Low (YTD): 6/14/2024 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.198
Avg. volume 1M:   0.000
Avg. price 6M:   0.171
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.06%
Volatility 6M:   159.18%
Volatility 1Y:   -
Volatility 3Y:   -