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BNP Paribas Call 25 WY 20.12.2024/  DE000PE018X2  /

Frankfurt Zert./BNP
12/11/2024  12:50:31 Chg.0.000 Bid13:07:26 Ask- Underlying Strike price Expiration date Option type
0.600EUR 0.00% 0.600
Bid Size: 41,000		 -
Ask Size: -		 Weyerhaeuser Company 25.00 - 20/12/2024 Call
 

Master data

WKN: PE018X
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 20/12/2024
Issue date: 21/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.90
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.44
Implied volatility: 0.95
Historic volatility: 0.21
Parity: 0.44
Time value: 0.16
Break-even: 31.00
Moneyness: 1.18
Premium: 0.05
Premium p.a.: 0.66
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.76
Theta: -0.04
Omega: 3.71
Rho: 0.02
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -20.00%
3 Months  
+13.21%
YTD
  -40.00%
1 Year
  -7.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.600
1M High / 1M Low: 0.800 0.560
6M High / 6M Low: 0.820 0.320
High (YTD): 27/03/2024 1.060
Low (YTD): 03/07/2024 0.320
52W High: 27/03/2024 1.060
52W Low: 03/07/2024 0.320
Avg. price 1W:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   0.658
Avg. volume 1M:   0.000
Avg. price 6M:   0.587
Avg. volume 6M:   0.000
Avg. price 1Y:   0.709
Avg. volume 1Y:   0.000
Volatility 1M:   104.74%
Volatility 6M:   98.62%
Volatility 1Y:   85.56%
Volatility 3Y:   -