BNP Paribas Call 54 CSCO 20.12.20.../  DE000PC25V96  /

EUWAX
13/06/2024  08:41:02 Chg.-0.007 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.039EUR -15.22% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 54.00 USD 20/12/2024 Call
 

Master data

WKN: PC25V9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 20/12/2024
Issue date: 10/01/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.36
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -0.78
Time value: 0.09
Break-even: 50.85
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.43
Spread abs.: 0.05
Spread %: 121.95%
Delta: 0.23
Theta: -0.01
Omega: 10.52
Rho: 0.05
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.046
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.42%
1 Month
  -74.00%
3 Months
  -83.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.039
1M High / 1M Low: 0.260 0.039
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   371.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -