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BNP Paribas Call 25 WY 17.01.2025/  DE000PE018Y0  /

Frankfurt Zert./BNP
16/07/2024  08:50:34 Chg.0.000 Bid09:01:20 Ask09:01:20 Underlying Strike price Expiration date Option type
0.470EUR 0.00% 0.470
Bid Size: 12,500		 0.490
Ask Size: 12,500		 Weyerhaeuser Company 25.00 - 17/01/2025 Call
 

Master data

WKN: PE018Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 17/01/2025
Issue date: 21/03/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.38
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.19
Implied volatility: 0.51
Historic volatility: 0.19
Parity: 0.19
Time value: 0.31
Break-even: 30.00
Moneyness: 1.08
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.67
Theta: -0.01
Omega: 3.59
Rho: 0.07
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+34.29%
1 Month
  -2.08%
3 Months
  -39.74%
YTD
  -53.00%
1 Year
  -51.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.350
1M High / 1M Low: 0.480 0.330
6M High / 6M Low: 1.060 0.330
High (YTD): 27/03/2024 1.060
Low (YTD): 03/07/2024 0.330
52W High: 27/03/2024 1.060
52W Low: 03/07/2024 0.330
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.414
Avg. volume 1M:   0.000
Avg. price 6M:   0.725
Avg. volume 6M:   0.000
Avg. price 1Y:   0.770
Avg. volume 1Y:   0.000
Volatility 1M:   142.30%
Volatility 6M:   78.20%
Volatility 1Y:   73.01%
Volatility 3Y:   -