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BNP Paribas Call 42 CIS 20.12.202.../  DE000PE8ZLM8  /

EUWAX
2024-05-31  9:26:21 AM Chg.+0.25 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
5.47EUR +4.79% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 42.00 - 2024-12-20 Call
 

Master data

WKN: PE8ZLM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 7.49
Leverage: Yes

Calculated values

Fair value: 3.07
Intrinsic value: 0.86
Implied volatility: 0.39
Historic volatility: 0.17
Parity: 0.86
Time value: 4.86
Break-even: 47.72
Moneyness: 1.02
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.05
Spread %: 0.88%
Delta: 0.61
Theta: -0.01
Omega: 4.59
Rho: 0.11
 

Quote data

Open: 5.47
High: 5.47
Low: 5.47
Previous Close: 5.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.50%
1 Month
  -16.62%
3 Months
  -28.78%
YTD
  -42.60%
1 Year
  -48.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.61 5.22
1M High / 1M Low: 10.30 5.22
6M High / 6M Low: 11.15 5.22
High (YTD): 2024-01-25 11.15
Low (YTD): 2024-05-30 5.22
52W High: 2023-09-01 16.57
52W Low: 2024-05-30 5.22
Avg. price 1W:   5.46
Avg. volume 1W:   0.00
Avg. price 1M:   6.72
Avg. volume 1M:   0.00
Avg. price 6M:   8.44
Avg. volume 6M:   0.00
Avg. price 1Y:   10.44
Avg. volume 1Y:   0.00
Volatility 1M:   168.31%
Volatility 6M:   93.52%
Volatility 1Y:   85.07%
Volatility 3Y:   -