BNP Paribas Call 48 CIS 17.01.2025
/ DE000PE8ZLY3
BNP Paribas Call 48 CIS 17.01.202.../ DE000PE8ZLY3 /
| 31/05/2024 09:26:21 |
Chg.+0.18 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.37EUR |
+8.22% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
48.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
10/02/2023 |
| Last trading day: |
16/01/2025 |
| 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: |
2.37 |
| High: |
2.37 |
| Low: |
2.37 |
| Previous Close: |
2.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.27% |
| 1 Month |
|
|
-28.61% |
| 3 Months |
|
|
-43.44% |
| YTD |
|
|
-59.97% |
| 1 Year |
|
|
-67.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
2.19 |
| 1M High / 1M Low: |
4.25 |
2.19 |
| 6M High / 6M Low: |
7.12 |
2.19 |
| High (YTD): |
25/01/2024 |
7.12 |
| Low (YTD): |
30/05/2024 |
2.19 |
| 52W High: |
01/09/2023 |
12.43 |
| 52W Low: |
30/05/2024 |
2.19 |
| Avg. price 1W: |
|
2.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.22 |
| Avg. volume 1M: |
|
14.29 |
| Avg. price 6M: |
|
4.84 |
| Avg. volume 6M: |
|
4.44 |
| Avg. price 1Y: |
|
6.78 |
| Avg. volume 1Y: |
|
3.15 |
| Volatility 1M: |
|
111.85% |
| Volatility 6M: |
|
99.42% |
| Volatility 1Y: |
|
96.98% |
| Volatility 3Y: |
|
- |
