BNP Paribas Call 42 CIS 17.01.2025
/ DE000PE8ZLW7
BNP Paribas Call 42 CIS 17.01.202.../ DE000PE8ZLW7 /
| 2024-06-14 9:36:06 AM |
Chg.-0.01 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.02EUR |
-0.20% |
-
Bid Size: - |
-
Ask Size: - |
CISCO SYSTEMS DL-... |
42.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PE8ZLW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
CISCO SYSTEMS DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-10 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.17 |
| Parity: |
0.67 |
| Time value: |
4.61 |
| Break-even: |
47.28 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
0.96% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
4.91 |
| Rho: |
0.12 |
Quote data
| Open: |
5.02 |
| High: |
5.02 |
| Low: |
5.02 |
| Previous Close: |
5.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.99% |
| 1 Month |
|
|
-33.24% |
| 3 Months |
|
|
-43.53% |
| YTD |
|
|
-47.98% |
| 1 Year |
|
|
-57.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.40 |
5.02 |
| 1M High / 1M Low: |
7.52 |
5.02 |
| 6M High / 6M Low: |
11.28 |
5.02 |
| High (YTD): |
2024-01-25 |
11.28 |
| Low (YTD): |
2024-06-14 |
5.02 |
| 52W High: |
2023-09-01 |
16.69 |
| 52W Low: |
2024-06-14 |
5.02 |
| Avg. price 1W: |
|
5.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
10.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
99.06% |
| Volatility 6M: |
|
95.26% |
| Volatility 1Y: |
|
85.77% |
| Volatility 3Y: |
|
- |
