BNP Paribas Call 54 CIS 21.03.2025
/ DE000PC9WQX1
BNP Paribas Call 54 CIS 21.03.202.../ DE000PC9WQX1 /
| 1/23/2025 8:26:35 AM |
Chg.+0.050 |
Bid7:30:09 PM |
Ask7:30:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+6.67% |
0.840
Bid Size: 71,000 |
0.850
Ask Size: 71,000 |
CISCO SYSTEMS DL-... |
54.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
PC9WQX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
5/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.17 |
| Parity: |
0.52 |
| Time value: |
0.29 |
| Break-even: |
62.10 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.71 |
| Theta: |
-0.04 |
| Omega: |
5.19 |
| Rho: |
0.05 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.94% |
| 1 Month |
|
|
+48.15% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
+29.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.670 |
| 1M High / 1M Low: |
0.750 |
0.540 |
| 6M High / 6M Low: |
0.750 |
0.079 |
| High (YTD): |
1/22/2025 |
0.750 |
| Low (YTD): |
1/13/2025 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.627 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.374 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.16% |
| Volatility 6M: |
|
161.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |