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

Frankfurt Zert./BNP
2024-05-31  9:50:42 PM Chg.+0.220 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
5.840EUR +3.91% 5.860
Bid Size: 5,500		 5.910
Ask Size: 5,500		 CISCO SYSTEMS DL-... 42.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 7.25
Leverage: Yes

Calculated values

Fair value: 3.28
Intrinsic value: 0.86
Implied volatility: 0.37
Historic volatility: 0.17
Parity: 0.86
Time value: 5.05
Break-even: 47.91
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 0.85%
Delta: 0.62
Theta: -0.01
Omega: 4.47
Rho: 0.13
 

Quote data

Open: 5.690
High: 5.840
Low: 5.510
Previous Close: 5.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.17%
1 Month
  -13.10%
3 Months
  -25.03%
YTD
  -39.23%
1 Year
  -45.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.840 5.620
1M High / 1M Low: 8.500 5.620
6M High / 6M Low: 11.290 5.620
High (YTD): 2024-01-29 11.290
Low (YTD): 2024-05-30 5.620
52W High: 2023-09-01 16.660
52W Low: 2024-05-30 5.620
Avg. price 1W:   5.706
Avg. volume 1W:   0.000
Avg. price 1M:   6.736
Avg. volume 1M:   0.000
Avg. price 6M:   8.540
Avg. volume 6M:   0.000
Avg. price 1Y:   10.551
Avg. volume 1Y:   0.000
Volatility 1M:   93.60%
Volatility 6M:   65.87%
Volatility 1Y:   69.05%
Volatility 3Y:   -