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BNP Paribas Call 25 WY 17.01.2025/  DE000PE018Y0  /

Frankfurt Zert./BNP
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:   -