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BNP Paribas Call 60 CIS 17.01.202.../  DE000PE8ZL37  /

Frankfurt Zert./BNP
2024-05-31  9:50:42 PM Chg.0.000 Bid9:53:51 PM Ask9:53:51 PM Underlying Strike price Expiration date Option type
0.190EUR 0.00% 0.180
Bid Size: 20,500		 0.240
Ask Size: 20,500		 CISCO SYSTEMS DL-... 60.00 - 2025-01-17 Call
 

Master data

WKN: PE8ZL3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 178.60
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -17.14
Time value: 0.24
Break-even: 60.24
Moneyness: 0.71
Premium: 0.41
Premium p.a.: 0.72
Spread abs.: 0.06
Spread %: 33.33%
Delta: 0.07
Theta: 0.00
Omega: 12.35
Rho: 0.02
 

Quote data

Open: 0.200
High: 0.200
Low: 0.160
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -53.66%
3 Months
  -71.21%
YTD
  -86.71%
1 Year
  -92.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.170
1M High / 1M Low: 0.620 0.170
6M High / 6M Low: 1.760 0.170
High (YTD): 2024-01-29 1.760
Low (YTD): 2024-05-28 0.170
52W High: 2023-09-01 5.650
52W Low: 2024-05-28 0.170
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.341
Avg. volume 1M:   0.000
Avg. price 6M:   0.916
Avg. volume 6M:   0.000
Avg. price 1Y:   2.109
Avg. volume 1Y:   35.294
Volatility 1M:   225.41%
Volatility 6M:   160.34%
Volatility 1Y:   147.65%
Volatility 3Y:   -