BNP Paribas Call 25 WY 17.01.2025
/ DE000PE018Y0
BNP Paribas Call 25 WY 17.01.2025/ DE000PE018Y0 /
2024-09-05 2:50:34 PM |
Chg.-0.020 |
Bid3:08:47 PM |
Ask3:08:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
-3.70% |
0.520 Bid Size: 49,700 |
0.560 Ask Size: 49,700 |
Weyerhaeuser Company |
25.00 - |
2025-01-17 |
Call |
Master data
WKN: |
PE018Y |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Weyerhaeuser Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-03-21 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.64 |
Historic volatility: |
0.20 |
Parity: |
0.22 |
Time value: |
0.32 |
Break-even: |
30.40 |
Moneyness: |
1.09 |
Premium: |
0.12 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.01 |
Spread %: |
1.89% |
Delta: |
0.67 |
Theta: |
-0.02 |
Omega: |
3.39 |
Rho: |
0.05 |
Quote data
Open: |
0.520 |
High: |
0.530 |
Low: |
0.520 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.70% |
1 Month |
|
|
-18.75% |
3 Months |
|
|
+1.96% |
YTD |
|
|
-48.00% |
1 Year |
|
|
-38.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.540 |
1M High / 1M Low: |
0.680 |
0.510 |
6M High / 6M Low: |
1.060 |
0.330 |
High (YTD): |
2024-03-27 |
1.060 |
Low (YTD): |
2024-07-03 |
0.330 |
52W High: |
2024-03-27 |
1.060 |
52W Low: |
2024-07-03 |
0.330 |
Avg. price 1W: |
|
0.548 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.563 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.648 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.721 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
80.60% |
Volatility 6M: |
|
86.08% |
Volatility 1Y: |
|
80.14% |
Volatility 3Y: |
|
- |