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BNP Paribas Call 25 WY 17.01.2025/  DE000PE018Y0  /

Frankfurt Zert./BNP
27/06/2024  21:50:25 Chg.+0.010 Bid21:59:30 Ask21:59:30 Underlying Strike price Expiration date Option type
0.410EUR +2.50% 0.420
Bid Size: 50,000		 0.430
Ask Size: 50,000		 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: 6.39
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.12
Implied volatility: 0.42
Historic volatility: 0.20
Parity: 0.12
Time value: 0.29
Break-even: 29.10
Moneyness: 1.05
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.64
Theta: -0.01
Omega: 4.11
Rho: 0.07
 

Quote data

Open: 0.400
High: 0.420
Low: 0.390
Previous Close: 0.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.89%
1 Month
  -28.07%
3 Months
  -61.32%
YTD
  -59.00%
1 Year
  -48.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.400
1M High / 1M Low: 0.570 0.400
6M High / 6M Low: 1.060 0.400
High (YTD): 27/03/2024 1.060
Low (YTD): 26/06/2024 0.400
52W High: 27/03/2024 1.060
52W Low: 26/06/2024 0.400
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.495
Avg. volume 1M:   0.000
Avg. price 6M:   0.781
Avg. volume 6M:   0.000
Avg. price 1Y:   0.799
Avg. volume 1Y:   0.000
Volatility 1M:   73.37%
Volatility 6M:   61.08%
Volatility 1Y:   65.76%
Volatility 3Y:   -