BNP Paribas Call 42 CSCO 19.09.2025
/ DE000PC1H904
BNP Paribas Call 42 CSCO 19.09.20.../ DE000PC1H904 /
| 17/05/2024 13:50:38 |
Chg.+0.020 |
Bid17/05/2024 |
Ask17/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+2.27% |
0.900
Bid Size: 50,000 |
0.910
Ask Size: 50,000 |
Cisco Systems Inc |
42.00 USD |
19/09/2025 |
Call |
Master data
| WKN: |
PC1H90 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
19/09/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.58 |
| Time value: |
0.31 |
| Break-even: |
47.55 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
4.11 |
| Rho: |
0.37 |
Quote data
| Open: |
0.890 |
| High: |
0.900 |
| Low: |
0.890 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.12% |
| 1 Month |
|
|
-2.17% |
| 3 Months |
|
|
-5.26% |
| YTD |
|
|
-15.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.880 |
| 1M High / 1M Low: |
0.990 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
29/01/2024 |
1.230 |
| Low (YTD): |
06/05/2024 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.900 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
