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BNP Paribas Call 48 CIS 17.01.202.../  DE000PE8ZLY3  /

Frankfurt Zert./BNP
2024-05-31  9:50:31 PM Chg.+0.120 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
2.460EUR +5.13% 2.460
Bid Size: 7,000		 2.510
Ask Size: 7,000		 CISCO SYSTEMS DL-... 48.00 - 2025-01-17 Call
 

Master data

WKN: PE8ZLY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 17.08
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.17
Parity: -5.14
Time value: 2.51
Break-even: 50.51
Moneyness: 0.89
Premium: 0.18
Premium p.a.: 0.30
Spread abs.: 0.05
Spread %: 2.03%
Delta: 0.40
Theta: -0.01
Omega: 6.78
Rho: 0.09
 

Quote data

Open: 2.390
High: 2.460
Low: 2.260
Previous Close: 2.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.40%
1 Month
  -25.68%
3 Months
  -40.87%
YTD
  -58.23%
1 Year
  -66.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.460 2.340
1M High / 1M Low: 4.560 2.340
6M High / 6M Low: 7.130 2.340
High (YTD): 2024-01-29 7.130
Low (YTD): 2024-05-30 2.340
52W High: 2023-09-01 12.400
52W Low: 2024-05-30 2.340
Avg. price 1W:   2.384
Avg. volume 1W:   0.000
Avg. price 1M:   3.199
Avg. volume 1M:   0.000
Avg. price 6M:   4.819
Avg. volume 6M:   0.000
Avg. price 1Y:   6.777
Avg. volume 1Y:   0.000
Volatility 1M:   140.87%
Volatility 6M:   94.43%
Volatility 1Y:   92.51%
Volatility 3Y:   -