BNP Paribas Call 42 CIS 17.01.2025
/ DE000PE8ZLW7
BNP Paribas Call 42 CIS 17.01.202.../ DE000PE8ZLW7 /
| 8/1/2024 9:24:32 AM |
Chg.+0.09 |
Bid10:50:35 AM |
Ask10:50:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.33EUR |
+1.24% |
7.17
Bid Size: 5,000 |
7.27
Ask Size: 5,000 |
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: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.15 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.17 |
| Parity: |
2.76 |
| Time value: |
4.57 |
| Break-even: |
49.33 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.05 |
| Spread %: |
0.69% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
4.03 |
| Rho: |
0.10 |
Quote data
| Open: |
7.33 |
| High: |
7.33 |
| Low: |
7.33 |
| Previous Close: |
7.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.77% |
| 1 Month |
|
|
+12.42% |
| 3 Months |
|
|
-1.21% |
| YTD |
|
|
-24.04% |
| 1 Year |
|
|
-40.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.24 |
6.12 |
| 1M High / 1M Low: |
7.36 |
5.40 |
| 6M High / 6M Low: |
10.45 |
5.02 |
| High (YTD): |
1/25/2024 |
11.28 |
| Low (YTD): |
6/14/2024 |
5.02 |
| 52W High: |
9/1/2023 |
16.69 |
| 52W Low: |
6/14/2024 |
5.02 |
| Avg. price 1W: |
|
6.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
9.69 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
99.69% |
| Volatility 6M: |
|
103.01% |
| Volatility 1Y: |
|
89.25% |
| Volatility 3Y: |
|
- |
