BNP Paribas Call 45 CSCO 21.06.2024
/ DE000PC1H862
BNP Paribas Call 45 CSCO 21.06.20.../ DE000PC1H862 /
6/19/2024 2:50:32 PM |
Chg.+0.010 |
Bid6/19/2024 |
Ask6/19/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
+12.50% |
0.090 Bid Size: 36,000 |
0.110 Ask Size: 36,000 |
Cisco Systems Inc |
45.00 USD |
6/21/2024 |
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: |
6/21/2024 |
Issue date: |
12/11/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
42.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.31 |
Historic volatility: |
0.17 |
Parity: |
0.09 |
Time value: |
0.01 |
Break-even: |
42.90 |
Moneyness: |
1.02 |
Premium: |
0.00 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.01 |
Spread %: |
11.11% |
Delta: |
0.83 |
Theta: |
-0.06 |
Omega: |
35.58 |
Rho: |
0.00 |
Quote data
Open: |
0.075 |
High: |
0.100 |
Low: |
0.072 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+16.88% |
1 Month |
|
|
-72.73% |
3 Months |
|
|
-80.43% |
YTD |
|
|
-85.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.065 |
1M High / 1M Low: |
0.250 |
0.065 |
6M High / 6M Low: |
0.780 |
0.065 |
High (YTD): |
1/29/2024 |
0.780 |
Low (YTD): |
6/17/2024 |
0.065 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.145 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.449 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
304.33% |
Volatility 6M: |
|
165.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |