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BNP Paribas Call 45 CIS 20.12.202.../  DE000PE8ZLN6  /

Frankfurt Zert./BNP
2024-05-31  9:50:41 PM Chg.+0.170 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
3.750EUR +4.75% 3.760
Bid Size: 7,000		 3.810
Ask Size: 7,000		 CISCO SYSTEMS DL-... 45.00 - 2024-12-20 Call
 

Master data

WKN: PE8ZLN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 11.25
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.17
Parity: -2.14
Time value: 3.81
Break-even: 48.81
Moneyness: 0.95
Premium: 0.14
Premium p.a.: 0.26
Spread abs.: 0.05
Spread %: 1.33%
Delta: 0.51
Theta: -0.01
Omega: 5.70
Rho: 0.10
 

Quote data

Open: 3.630
High: 3.750
Low: 3.480
Previous Close: 3.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.90%
1 Month
  -22.20%
3 Months
  -33.63%
YTD
  -50.13%
1 Year
  -57.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.750 3.580
1M High / 1M Low: 6.200 3.580
6M High / 6M Low: 8.970 3.580
High (YTD): 2024-01-29 8.970
Low (YTD): 2024-05-30 3.580
52W High: 2023-09-01 14.330
52W Low: 2024-05-30 3.580
Avg. price 1W:   3.638
Avg. volume 1W:   0.000
Avg. price 1M:   4.587
Avg. volume 1M:   0.000
Avg. price 6M:   6.378
Avg. volume 6M:   0.000
Avg. price 1Y:   8.406
Avg. volume 1Y:   0.000
Volatility 1M:   121.83%
Volatility 6M:   81.26%
Volatility 1Y:   81.41%
Volatility 3Y:   -