BNP Paribas Call 45 CSCO 21.06.2024
/ DE000PC1H862
BNP Paribas Call 45 CSCO 21.06.20.../ DE000PC1H862 /
| 2024-05-31 9:50:26 PM |
Chg.+0.030 |
Bid9:58:55 PM |
Ask9:58:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+20.00% |
0.180
Bid Size: 50,000 |
0.190
Ask Size: 50,000 |
Cisco Systems Inc |
45.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC1H86 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
0.14 |
| Time value: |
0.05 |
| Break-even: |
43.38 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
16.49 |
| Rho: |
0.02 |
Quote data
| Open: |
0.150 |
| High: |
0.180 |
| Low: |
0.140 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
-35.71% |
| 3 Months |
|
|
-57.14% |
| YTD |
|
|
-71.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.150 |
| 1M High / 1M Low: |
0.460 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-29 |
0.780 |
| Low (YTD): |
2024-05-30 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.273 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
