BNP Paribas Call 42 CIS 17.01.2025
/ DE000PE8ZLW7
BNP Paribas Call 42 CIS 17.01.202.../ DE000PE8ZLW7 /
06/09/2024 08:21:06 |
Chg.+0.020 |
Bid08:27:47 |
Ask08:27:47 |
Underlying |
Strike price |
Expiration date |
Option type |
7.240EUR |
+0.28% |
7.230 Bid Size: 2,500 |
7.430 Ask Size: 2,500 |
CISCO SYSTEMS DL-... |
42.00 - |
17/01/2025 |
Call |
Master data
WKN: |
PE8ZLW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
CISCO SYSTEMS DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 - |
Maturity: |
17/01/2025 |
Issue date: |
10/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.03 |
Intrinsic value: |
2.85 |
Implied volatility: |
0.57 |
Historic volatility: |
0.18 |
Parity: |
2.85 |
Time value: |
4.88 |
Break-even: |
49.73 |
Moneyness: |
1.07 |
Premium: |
0.11 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.05 |
Spread %: |
0.65% |
Delta: |
0.66 |
Theta: |
-0.02 |
Omega: |
3.81 |
Rho: |
0.08 |
Quote data
Open: |
7.240 |
High: |
7.240 |
Low: |
7.240 |
Previous Close: |
7.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-13.19% |
1 Month |
|
|
+41.96% |
3 Months |
|
|
+29.52% |
YTD |
|
|
-24.66% |
1 Year |
|
|
-55.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.340 |
7.220 |
1M High / 1M Low: |
8.510 |
4.660 |
6M High / 6M Low: |
9.090 |
4.660 |
High (YTD): |
29/01/2024 |
11.290 |
Low (YTD): |
12/08/2024 |
4.660 |
52W High: |
06/09/2023 |
16.240 |
52W Low: |
12/08/2024 |
4.660 |
Avg. price 1W: |
|
7.872 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.097 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.022 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
8.933 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
135.44% |
Volatility 6M: |
|
99.31% |
Volatility 1Y: |
|
86.72% |
Volatility 3Y: |
|
- |