BNP Paribas Call 40 CSCO 16.01.2026
/ DE000PC1JAE9
BNP Paribas Call 40 CSCO 16.01.20.../ DE000PC1JAE9 /
| 18/06/2024 09:20:14 |
Chg.0.000 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Cisco Systems Inc |
40.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1JAE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
0.53 |
| Time value: |
0.32 |
| Break-even: |
45.74 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
4.09 |
| Rho: |
0.42 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.35% |
| 1 Month |
|
|
-22.43% |
| 3 Months |
|
|
-27.19% |
| YTD |
|
|
-33.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.810 |
| 1M High / 1M Low: |
1.050 |
0.810 |
| 6M High / 6M Low: |
1.410 |
0.810 |
| High (YTD): |
25/01/2024 |
1.410 |
| Low (YTD): |
14/06/2024 |
0.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.891 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.38% |
| Volatility 6M: |
|
68.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
