BNP Paribas Call 25 WY 17.01.2025
/ DE000PE018Y0
BNP Paribas Call 25 WY 17.01.2025/ DE000PE018Y0 /
7/5/2024 9:50:22 PM |
Chg.0.000 |
Bid7/5/2024 |
Ask7/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
0.00% |
0.350 Bid Size: 47,100 |
0.360 Ask Size: 47,100 |
Weyerhaeuser Company |
25.00 - |
1/17/2025 |
Call |
Master data
WKN: |
PE018Y |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Weyerhaeuser Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 - |
Maturity: |
1/17/2025 |
Issue date: |
3/21/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.03 |
Implied volatility: |
0.44 |
Historic volatility: |
0.19 |
Parity: |
0.03 |
Time value: |
0.33 |
Break-even: |
28.60 |
Moneyness: |
1.01 |
Premium: |
0.13 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
2.86% |
Delta: |
0.60 |
Theta: |
-0.01 |
Omega: |
4.24 |
Rho: |
0.06 |
Quote data
Open: |
0.340 |
High: |
0.350 |
Low: |
0.310 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-30.00% |
3 Months |
|
|
-63.54% |
YTD |
|
|
-65.00% |
1 Year |
|
|
-62.77% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.330 |
1M High / 1M Low: |
0.500 |
0.330 |
6M High / 6M Low: |
1.060 |
0.330 |
High (YTD): |
3/27/2024 |
1.060 |
Low (YTD): |
7/3/2024 |
0.330 |
52W High: |
3/27/2024 |
1.060 |
52W Low: |
7/3/2024 |
0.330 |
Avg. price 1W: |
|
0.352 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.436 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.748 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.783 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
79.79% |
Volatility 6M: |
|
63.89% |
Volatility 1Y: |
|
65.90% |
Volatility 3Y: |
|
- |