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BNP Paribas Call 44 CIS 21.06.202.../  DE000PE1ZE90  /

Frankfurt Zert./BNP
6/14/2024  9:50:30 PM Chg.+0.010 Bid9:54:00 PM Ask9:54:00 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% 0.160
Bid Size: 50,000		 0.170
Ask Size: 50,000		 CISCO SYSTEMS DL-... 44.00 - 6/21/2024 Call
 

Master data

WKN: PE1ZE9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 6/21/2024
Issue date: 9/8/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.10
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.04
Historic volatility: 0.17
Parity: -0.13
Time value: 0.17
Break-even: 45.70
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 63.70
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.44
Theta: -0.19
Omega: 10.96
Rho: 0.00
 

Quote data

Open: 0.150
High: 0.160
Low: 0.110
Previous Close: 0.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -70.91%
3 Months
  -69.81%
YTD
  -77.46%
1 Year
  -83.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.150
1M High / 1M Low: 0.550 0.150
6M High / 6M Low: 0.860 0.150
High (YTD): 1/29/2024 0.860
Low (YTD): 6/13/2024 0.150
52W High: 9/1/2023 1.410
52W Low: 6/13/2024 0.150
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.262
Avg. volume 1M:   0.000
Avg. price 6M:   0.533
Avg. volume 6M:   0.000
Avg. price 1Y:   0.762
Avg. volume 1Y:   0.000
Volatility 1M:   239.19%
Volatility 6M:   132.96%
Volatility 1Y:   113.33%
Volatility 3Y:   -