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BNP Paribas Call 58 CIS 20.12.202.../  DE000PE8ZLT3  /

EUWAX
2024-05-31  9:26:21 AM Chg.+0.040 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.240EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 58.00 - 2024-12-20 Call
 

Master data

WKN: PE8ZLT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 58.00 -
Maturity: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 153.08
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -15.14
Time value: 0.28
Break-even: 58.28
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 0.74
Spread abs.: 0.05
Spread %: 21.74%
Delta: 0.08
Theta: 0.00
Omega: 12.50
Rho: 0.02
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -55.56%
3 Months
  -68.83%
YTD
  -85.96%
1 Year
  -92.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.200
1M High / 1M Low: 1.260 0.200
6M High / 6M Low: 2.120 0.200
High (YTD): 2024-01-25 2.120
Low (YTD): 2024-05-30 0.200
52W High: 2023-09-01 6.400
52W Low: 2024-05-30 0.200
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.459
Avg. volume 1M:   0.000
Avg. price 6M:   1.115
Avg. volume 6M:   84.355
Avg. price 1Y:   2.458
Avg. volume 1Y:   77.216
Volatility 1M:   399.35%
Volatility 6M:   216.17%
Volatility 1Y:   179.21%
Volatility 3Y:   -