BNP Paribas Call 42 CSCO 19.09.2025
/ DE000PC1H904
BNP Paribas Call 42 CSCO 19.09.20.../ DE000PC1H904 /
| 2024-06-07 9:50:28 PM |
Chg.-0.020 |
Bid9:54:09 PM |
Ask9:54:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-2.86% |
0.680
Bid Size: 50,000 |
0.690
Ask Size: 50,000 |
Cisco Systems Inc |
42.00 USD |
2025-09-19 |
Call |
Master data
| WKN: |
PC1H90 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
2025-09-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.39 |
| Time value: |
0.32 |
| Break-even: |
45.66 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
4.61 |
| Rho: |
0.33 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.680 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.85% |
| 1 Month |
|
|
-24.44% |
| 3 Months |
|
|
-30.61% |
| YTD |
|
|
-35.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.680 |
| 1M High / 1M Low: |
0.990 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-29 |
1.230 |
| Low (YTD): |
2024-06-07 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.797 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
