BNP Paribas Call 42 CIS 17.01.2025
/ DE000PE8ZLW7
BNP Paribas Call 42 CIS 17.01.202.../ DE000PE8ZLW7 /
7/30/2024 9:50:42 PM |
Chg.+0.190 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.130EUR |
+2.74% |
- Bid Size: - |
- Ask Size: - |
CISCO SYSTEMS DL-... |
42.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
2/10/2023 |
Last trading day: |
1/16/2025 |
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: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+15.19% |
1 Month |
|
|
+10.03% |
3 Months |
|
|
+1.13% |
YTD |
|
|
-25.81% |
1 Year |
|
|
-39.01% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.130 |
6.190 |
1M High / 1M Low: |
7.350 |
5.350 |
6M High / 6M Low: |
9.770 |
5.050 |
High (YTD): |
1/29/2024 |
11.290 |
Low (YTD): |
6/13/2024 |
5.050 |
52W High: |
9/1/2023 |
16.660 |
52W Low: |
6/13/2024 |
5.050 |
Avg. price 1W: |
|
6.706 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.305 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.368 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
9.691 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
92.12% |
Volatility 6M: |
|
81.41% |
Volatility 1Y: |
|
75.87% |
Volatility 3Y: |
|
- |