BNP Paribas Call 45 CSCO 19.09.2025
/ DE000PC1H912
BNP Paribas Call 45 CSCO 19.09.20.../ DE000PC1H912 /
| 2024-05-02 9:50:32 PM |
Chg.-0.030 |
Bid2024-05-02 |
Ask2024-05-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-4.41% |
0.650
Bid Size: 50,000 |
0.660
Ask Size: 50,000 |
Cisco Systems Inc |
45.00 USD |
2025-09-19 |
Call |
Master data
| WKN: |
PC1H91 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 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: |
6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
0.17 |
| Time value: |
0.51 |
| Break-even: |
48.79 |
| Moneyness: |
1.04 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
4.39 |
| Rho: |
0.32 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.640 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-17.72% |
| 3 Months |
|
|
-26.97% |
| YTD |
|
|
-26.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.680 |
| 1M High / 1M Low: |
0.850 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-29 |
1.030 |
| Low (YTD): |
2024-04-30 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
