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BNP Paribas Call 42 CIS 17.01.202.../  DE000PE8ZLW7  /

Frankfurt Zert./BNP
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:   -