OverviewChartNewsTraderScreen

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

EUWAX
2024-05-28  8:46:40 AM Chg.-0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.240EUR -4.00% -
Bid Size: -		 -
Ask Size: -		 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: 0.240
Low: 0.240
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.58%
1 Month
  -47.83%
3 Months
  -52.00%
YTD
  -66.20%
1 Year
  -71.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.250
1M High / 1M Low: 0.750 0.250
6M High / 6M Low: 0.860 0.250
High (YTD): 2024-01-30 0.860
Low (YTD): 2024-05-27 0.250
52W High: 2023-09-01 1.410
52W Low: 2024-05-27 0.250
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.403
Avg. volume 1M:   0.000
Avg. price 6M:   0.581
Avg. volume 6M:   0.000
Avg. price 1Y:   0.798
Avg. volume 1Y:   0.000
Volatility 1M:   282.73%
Volatility 6M:   145.96%
Volatility 1Y:   123.35%
Volatility 3Y:   -