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BNP Paribas Call 25 WY 17.01.2025/  DE000PE018Y0  /

Frankfurt Zert./BNP
9/17/2024  1:50:23 PM Chg.+0.010 Bid9/17/2024 Ask9/17/2024 Underlying Strike price Expiration date Option type
0.740EUR +1.37% 0.740
Bid Size: 40,700		 0.760
Ask Size: 40,700		 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: 4.00
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.42
Implied volatility: 0.77
Historic volatility: 0.20
Parity: 0.42
Time value: 0.31
Break-even: 32.30
Moneyness: 1.17
Premium: 0.11
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 1.39%
Delta: 0.73
Theta: -0.02
Omega: 2.90
Rho: 0.05
 

Quote data

Open: 0.730
High: 0.740
Low: 0.730
Previous Close: 0.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.42%
1 Month  
+45.10%
3 Months  
+54.17%
YTD
  -26.00%
1 Year
  -14.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.590
1M High / 1M Low: 0.730 0.510
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:   0.650
Avg. volume 1W:   0.000
Avg. price 1M:   0.572
Avg. volume 1M:   0.000
Avg. price 6M:   0.624
Avg. volume 6M:   0.000
Avg. price 1Y:   0.713
Avg. volume 1Y:   0.000
Volatility 1M:   86.98%
Volatility 6M:   89.28%
Volatility 1Y:   81.61%
Volatility 3Y:   -