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

Frankfurt Zert./BNP
11/11/2024  21:50:38 Chg.+0.700 Bid08:14:31 Ask- Underlying Strike price Expiration date Option type
15.990EUR +4.58% 15.930
Bid Size: 875		 -
Ask Size: -		 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: 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: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+19.42%
1 Month  
+36.20%
3 Months  
+243.13%
YTD  
+66.39%
1 Year  
+31.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.990 13.390
1M High / 1M Low: 15.990 11.590
6M High / 6M Low: 15.990 4.660
High (YTD): 11/11/2024 15.990
Low (YTD): 12/08/2024 4.660
52W High: 11/11/2024 15.990
52W Low: 12/08/2024 4.660
Avg. price 1W:   15.018
Avg. volume 1W:   0.000
Avg. price 1M:   13.553
Avg. volume 1M:   0.000
Avg. price 6M:   8.135
Avg. volume 6M:   0.000
Avg. price 1Y:   8.474
Avg. volume 1Y:   0.000
Volatility 1M:   81.32%
Volatility 6M:   101.85%
Volatility 1Y:   90.08%
Volatility 3Y:   -