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

Frankfurt Zert./BNP
30/07/2024  20:50:37 Chg.+0.020 Bid21:05:54 Ask21:05:54 Underlying Strike price Expiration date Option type
6.960EUR +0.29% 6.980
Bid Size: 10,000		 7.030
Ask Size: 10,000		 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: 6.34
Leverage: Yes

Calculated values

Fair value: 3.86
Intrinsic value: 2.36
Implied volatility: 0.46
Historic volatility: 0.17
Parity: 2.36
Time value: 4.64
Break-even: 49.00
Moneyness: 1.06
Premium: 0.10
Premium p.a.: 0.24
Spread abs.: 0.05
Spread %: 0.72%
Delta: 0.65
Theta: -0.02
Omega: 4.12
Rho: 0.10
 

Quote data

Open: 6.930
High: 7.260
Low: 6.850
Previous Close: 6.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+19.59%
1 Month  
+7.41%
3 Months
  -1.28%
YTD
  -27.58%
1 Year
  -41.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.940 5.820
1M High / 1M Low: 7.350 5.350
6M High / 6M Low: 11.130 5.050
High (YTD): 29/01/2024 11.290
Low (YTD): 13/06/2024 5.050
52W High: 01/09/2023 16.660
52W Low: 13/06/2024 5.050
Avg. price 1W:   6.444
Avg. volume 1W:   0.000
Avg. price 1M:   6.265
Avg. volume 1M:   0.000
Avg. price 6M:   7.400
Avg. volume 6M:   0.000
Avg. price 1Y:   9.701
Avg. volume 1Y:   0.000
Volatility 1M:   94.20%
Volatility 6M:   83.03%
Volatility 1Y:   75.97%
Volatility 3Y:   -