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

Frankfurt Zert./BNP
2024-11-11  9:50:38 PM Chg.+0.700 Bid9:59:37 PM Ask- Underlying Strike price Expiration date Option type
15.990EUR +4.58% 15.910
Bid Size: 3,500		 -
Ask Size: -		 CISCO SYSTEMS DL-... 42.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.60
Leverage: Yes

Calculated values

Fair value: 12.43
Intrinsic value: 12.19
Implied volatility: 0.89
Historic volatility: 0.19
Parity: 12.19
Time value: 2.87
Break-even: 57.06
Moneyness: 1.29
Premium: 0.05
Premium p.a.: 0.32
Spread abs.: -0.24
Spread %: -1.57%
Delta: 0.81
Theta: -0.04
Omega: 2.91
Rho: 0.05
 

Quote data

Open: 15.310
High: 16.490
Low: 15.310
Previous Close: 15.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+22.72%
1 Month  
+36.20%
3 Months  
+213.53%
YTD  
+66.39%
1 Year  
+31.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.290 13.030
1M High / 1M Low: 15.290 11.590
6M High / 6M Low: 15.290 4.660
High (YTD): 2024-11-08 15.290
Low (YTD): 2024-08-12 4.660
52W High: 2024-11-08 15.290
52W Low: 2024-08-12 4.660
Avg. price 1W:   14.426
Avg. volume 1W:   0.000
Avg. price 1M:   13.350
Avg. volume 1M:   0.000
Avg. price 6M:   8.075
Avg. volume 6M:   0.000
Avg. price 1Y:   8.444
Avg. volume 1Y:   0.000
Volatility 1M:   80.66%
Volatility 6M:   102.11%
Volatility 1Y:   90.16%
Volatility 3Y:   -