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

EUWAX
2024-05-31  9:26:21 AM Chg.+0.22 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
3.61EUR +6.49% -
Bid Size: -		 -
Ask Size: -		 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: 3.61
High: 3.61
Low: 3.61
Previous Close: 3.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.70%
1 Month
  -22.70%
3 Months
  -36.56%
YTD
  -52.19%
1 Year
  -59.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.71 3.39
1M High / 1M Low: 7.96 3.39
6M High / 6M Low: 8.97 3.39
High (YTD): 2024-01-25 8.97
Low (YTD): 2024-05-30 3.39
52W High: 2023-09-01 14.37
52W Low: 2024-05-30 3.39
Avg. price 1W:   3.59
Avg. volume 1W:   0.00
Avg. price 1M:   4.74
Avg. volume 1M:   0.00
Avg. price 6M:   6.42
Avg. volume 6M:   0.00
Avg. price 1Y:   8.43
Avg. volume 1Y:   0.00
Volatility 1M:   203.22%
Volatility 6M:   111.70%
Volatility 1Y:   99.21%
Volatility 3Y:   -