BNP Paribas Call 48 CSCO 21.06.2024
/ DE000PN7B2A3
BNP Paribas Call 48 CSCO 21.06.20.../ DE000PN7B2A3 /
| 2024-05-07 11:21:10 AM |
Chg.+0.080 |
Bid11:27:41 AM |
Ask11:27:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
+6.20% |
1.380
Bid Size: 7,000 |
1.480
Ask Size: 7,000 |
Cisco Systems Inc |
48.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7B2A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
-0.83 |
| Time value: |
1.37 |
| Break-even: |
45.94 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.05 |
| Spread %: |
3.79% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
14.69 |
| Rho: |
0.02 |
Quote data
| Open: |
1.350 |
| High: |
1.380 |
| Low: |
1.330 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.52% |
| 1 Month |
|
|
-42.68% |
| 3 Months |
|
|
-64.87% |
| YTD |
|
|
-68.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
1.260 |
| 1M High / 1M Low: |
3.210 |
1.260 |
| 6M High / 6M Low: |
7.180 |
1.260 |
| High (YTD): |
2024-01-25 |
5.590 |
| Low (YTD): |
2024-05-02 |
1.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.335 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.534 |
| Avg. volume 6M: |
|
16.129 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.00% |
| Volatility 6M: |
|
148.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
