BNP Paribas Call 60 CIS 17.01.2025
/ DE000PE8ZL37
BNP Paribas Call 60 CIS 17.01.202.../ DE000PE8ZL37 /
| 08/11/2024 09:45:08 |
Chg.-0.05 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
-3.36% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
60.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
10/02/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
-5.83 |
| Time value: |
1.58 |
| Break-even: |
61.58 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.05 |
| Spread %: |
3.27% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
10.46 |
| Rho: |
0.03 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
+251.22% |
| 3 Months |
|
|
+620.00% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
-41.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
0.85 |
| 1M High / 1M Low: |
1.49 |
0.41 |
| 6M High / 6M Low: |
1.49 |
0.09 |
| High (YTD): |
25/01/2024 |
1.76 |
| Low (YTD): |
09/09/2024 |
0.09 |
| 52W High: |
15/11/2023 |
2.78 |
| 52W Low: |
09/09/2024 |
0.09 |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
56.57 |
| Avg. price 6M: |
|
0.35 |
| Avg. volume 6M: |
|
20.46 |
| Avg. price 1Y: |
|
0.71 |
| Avg. volume 1Y: |
|
21.64 |
| Volatility 1M: |
|
345.58% |
| Volatility 6M: |
|
323.00% |
| Volatility 1Y: |
|
260.59% |
| Volatility 3Y: |
|
- |
