BNP Paribas Call 45 CSCO 21.06.2024
/ DE000PC1H862
BNP Paribas Call 45 CSCO 21.06.20.../ DE000PC1H862 /
| 2024-05-02 6:35:30 PM |
Chg.-0.030 |
Bid2024-05-02 |
Ask2024-05-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-9.68% |
0.280
Bid Size: 100,000 |
0.290
Ask Size: 100,000 |
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: |
14.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
0.17 |
| Time value: |
0.14 |
| Break-even: |
45.09 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
9.49 |
| Rho: |
0.04 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.270 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.21% |
| 1 Month |
|
|
-40.43% |
| 3 Months |
|
|
-55.56% |
| YTD |
|
|
-56.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.310 |
| 1M High / 1M Low: |
0.530 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-29 |
0.780 |
| Low (YTD): |
2024-04-30 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.355 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.419 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
