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BNP Paribas Call 60 CIS 17.01.202.../  DE000PE8ZL37  /

EUWAX
2024-07-26  9:28:20 AM Chg.+0.050 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.260EUR +23.81% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 60.00 - 2025-01-17 Call
 

Master data

WKN: PE8ZL3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 133.65
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.17
Parity: -15.89
Time value: 0.33
Break-even: 60.33
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.93
Spread abs.: 0.05
Spread %: 17.86%
Delta: 0.09
Theta: 0.00
Omega: 11.74
Rho: 0.02
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month  
+23.81%
3 Months
  -51.85%
YTD
  -81.94%
1 Year
  -92.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.160
1M High / 1M Low: 0.320 0.150
6M High / 6M Low: 1.720 0.130
High (YTD): 2024-01-25 1.760
Low (YTD): 2024-06-14 0.130
52W High: 2023-09-01 5.670
52W Low: 2024-06-14 0.130
Avg. price 1W:   0.208
Avg. volume 1W:   0.000
Avg. price 1M:   0.211
Avg. volume 1M:   0.000
Avg. price 6M:   0.575
Avg. volume 6M:   25.976
Avg. price 1Y:   1.728
Avg. volume 1Y:   27.496
Volatility 1M:   315.06%
Volatility 6M:   249.98%
Volatility 1Y:   199.46%
Volatility 3Y:   -