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BNP Paribas Call 44 CIS 21.06.202.../  DE000PE1ZE90  /

Frankfurt Zert./BNP
2024-05-28  9:50:31 PM Chg.-0.010 Bid9:59:19 PM Ask9:59:19 PM Underlying Strike price Expiration date Option type
0.230EUR -4.17% 0.240
Bid Size: 50,000		 0.250
Ask Size: 50,000		 CISCO SYSTEMS DL-... 44.00 - 2024-06-21 Call
 

Master data

WKN: PE1ZE9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 2024-06-21
Issue date: 2022-09-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.44
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.17
Parity: -0.13
Time value: 0.26
Break-even: 46.60
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 2.73
Spread abs.: 0.02
Spread %: 8.33%
Delta: 0.48
Theta: -0.07
Omega: 7.86
Rho: 0.01
 

Quote data

Open: 0.240
High: 0.290
Low: 0.220
Previous Close: 0.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.86%
1 Month
  -47.73%
3 Months
  -52.08%
YTD
  -67.61%
1 Year
  -72.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.240
1M High / 1M Low: 0.550 0.240
6M High / 6M Low: 0.860 0.240
High (YTD): 2024-01-29 0.860
Low (YTD): 2024-05-27 0.240
52W High: 2023-09-01 1.410
52W Low: 2024-05-27 0.240
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.379
Avg. volume 1M:   0.000
Avg. price 6M:   0.576
Avg. volume 6M:   0.000
Avg. price 1Y:   0.796
Avg. volume 1Y:   0.000
Volatility 1M:   192.42%
Volatility 6M:   110.91%
Volatility 1Y:   100.27%
Volatility 3Y:   -