BNP Paribas Call 58 CSCO 20.06.20.../  DE000PC25WC6  /

EUWAX
2024-06-13  8:41:01 AM Chg.- Bid8:05:09 AM Ask8:05:09 AM Underlying Strike price Expiration date Option type
0.065EUR - 0.064
Bid Size: 12,500
0.094
Ask Size: 12,500
Cisco Systems Inc 58.00 USD 2025-06-20 Call
 

Master data

WKN: PC25WC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 58.00 USD
Maturity: 2025-06-20
Issue date: 2024-01-10
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.36
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -1.14
Time value: 0.09
Break-even: 54.55
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 35.82%
Delta: 0.20
Theta: 0.00
Omega: 9.25
Rho: 0.08
 

Quote data

Open: 0.065
High: 0.065
Low: 0.065
Previous Close: 0.074
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.69%
1 Month
  -61.76%
3 Months
  -74.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.083 0.065
1M High / 1M Low: 0.260 0.065
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   275.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -