BNP Paribas Call 45 CSCO 21.06.2024
/ DE000PC1H862
BNP Paribas Call 45 CSCO 21.06.20.../ DE000PC1H862 /
| 06/06/2024 21:50:25 |
Chg.+0.010 |
Bid06/06/2024 |
Ask06/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+7.69% |
0.140
Bid Size: 43,000 |
0.150
Ask Size: 43,000 |
Cisco Systems Inc |
45.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.09 |
| Time value: |
0.05 |
| Break-even: |
42.78 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
21.13 |
| Rho: |
0.01 |
Quote data
| Open: |
0.130 |
| High: |
0.140 |
| Low: |
0.120 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-51.72% |
| 3 Months |
|
|
-70.83% |
| YTD |
|
|
-78.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.130 |
| 1M High / 1M Low: |
0.460 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
29/01/2024 |
0.780 |
| Low (YTD): |
05/06/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
