BNP Paribas Call 58 CSCO 19.12.20.../  DE000PC25WE2  /

Frankfurt Zert./BNP
2024-06-14  8:20:55 AM Chg.0.000 Bid8:25:08 AM Ask8:25:08 AM Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.130
Bid Size: 25,000
0.170
Ask Size: 25,000
Cisco Systems Inc 58.00 USD 2025-12-19 Call
 

Master data

WKN: PC25WE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 58.00 USD
Maturity: 2025-12-19
Issue date: 2024-01-10
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.26
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -1.16
Time value: 0.15
Break-even: 55.52
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 15.38%
Delta: 0.26
Theta: 0.00
Omega: 7.47
Rho: 0.15
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -51.85%
3 Months
  -59.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.290 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -