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

Frankfurt Zert./BNP
2024-07-05  9:50:32 PM Chg.-0.040 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
5.890EUR -0.67% 5.980
Bid Size: 5,500		 6.030
Ask Size: 5,500		 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: 7.14
Leverage: Yes

Calculated values

Fair value: 3.13
Intrinsic value: 1.04
Implied volatility: 0.41
Historic volatility: 0.17
Parity: 1.04
Time value: 4.99
Break-even: 48.03
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.23
Spread abs.: 0.05
Spread %: 0.84%
Delta: 0.62
Theta: -0.01
Omega: 4.40
Rho: 0.11
 

Quote data

Open: 6.220
High: 6.230
Low: 5.780
Previous Close: 5.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.10%
1 Month  
+10.30%
3 Months
  -27.10%
YTD
  -38.71%
1 Year
  -47.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.430 5.890
1M High / 1M Low: 6.710 5.050
6M High / 6M Low: 11.290 5.050
High (YTD): 2024-01-29 11.290
Low (YTD): 2024-06-13 5.050
52W High: 2023-09-01 16.660
52W Low: 2024-06-13 5.050
Avg. price 1W:   6.102
Avg. volume 1W:   0.000
Avg. price 1M:   5.805
Avg. volume 1M:   0.000
Avg. price 6M:   7.896
Avg. volume 6M:   0.000
Avg. price 1Y:   10.040
Avg. volume 1Y:   0.000
Volatility 1M:   80.05%
Volatility 6M:   76.82%
Volatility 1Y:   74.13%
Volatility 3Y:   -