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BNP Paribas Call 25 WY 17.01.2025/  DE000PE018Y0  /

EUWAX
2024-07-04  8:16:07 AM Chg.-0.030 Bid6:45:06 PM Ask6:45:06 PM Underlying Strike price Expiration date Option type
0.330EUR -8.33% 0.350
Bid Size: 24,050		 0.380
Ask Size: 24,050		 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: 6.43
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.01
Implied volatility: 0.50
Historic volatility: 0.19
Parity: 0.01
Time value: 0.38
Break-even: 28.90
Moneyness: 1.00
Premium: 0.15
Premium p.a.: 0.30
Spread abs.: 0.06
Spread %: 18.18%
Delta: 0.60
Theta: -0.01
Omega: 3.84
Rho: 0.06
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.50%
1 Month
  -38.89%
3 Months
  -66.67%
YTD
  -67.33%
1 Year
  -64.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.360
1M High / 1M Low: 0.540 0.360
6M High / 6M Low: 1.060 0.360
High (YTD): 2024-04-02 1.060
Low (YTD): 2024-07-03 0.360
52W High: 2024-04-02 1.060
52W Low: 2024-07-03 0.360
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.468
Avg. volume 1M:   0.000
Avg. price 6M:   0.764
Avg. volume 6M:   0.000
Avg. price 1Y:   0.793
Avg. volume 1Y:   32.422
Volatility 1M:   87.54%
Volatility 6M:   68.94%
Volatility 1Y:   70.62%
Volatility 3Y:   -