BNP Paribas Call 46 CSCO 21.06.2024
/ DE000PC1H870
BNP Paribas Call 46 CSCO 21.06.20.../ DE000PC1H870 /
| 2024-05-31 9:50:26 PM |
Chg.+0.020 |
Bid2024-05-31 |
Ask2024-05-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+22.22% |
0.110
Bid Size: 37,000 |
0.120
Ask Size: 37,000 |
Cisco Systems Inc |
46.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC1H87 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 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: |
35.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
0.05 |
| Time value: |
0.07 |
| Break-even: |
43.60 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
21.65 |
| Rho: |
0.01 |
Quote data
| Open: |
0.090 |
| High: |
0.110 |
| Low: |
0.078 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-56.00% |
| 3 Months |
|
|
-68.57% |
| YTD |
|
|
-80.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.090 |
| 1M High / 1M Low: |
0.380 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-25 |
0.710 |
| Low (YTD): |
2024-05-30 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
