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BNP Paribas Call 25 WY 20.12.2024/  DE000PE018X2  /

Frankfurt Zert./BNP
2024-07-30  9:50:28 PM Chg.+0.040 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
0.690EUR +6.15% 0.670
Bid Size: 44,000		 0.680
Ask Size: 44,000		 Weyerhaeuser Company 25.00 - 2024-12-20 Call
 

Master data

WKN: PE018X
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-12-20
Issue date: 2023-03-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.45
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.39
Implied volatility: 0.61
Historic volatility: 0.20
Parity: 0.39
Time value: 0.26
Break-even: 31.50
Moneyness: 1.16
Premium: 0.09
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.73
Theta: -0.01
Omega: 3.24
Rho: 0.06
 

Quote data

Open: 0.630
High: 0.690
Low: 0.630
Previous Close: 0.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+23.21%
1 Month  
+68.29%
3 Months  
+15.00%
YTD
  -31.00%
1 Year
  -26.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.530
1M High / 1M Low: 0.670 0.320
6M High / 6M Low: 1.060 0.320
High (YTD): 2024-03-27 1.060
Low (YTD): 2024-07-03 0.320
52W High: 2024-03-27 1.060
52W Low: 2024-07-03 0.320
Avg. price 1W:   0.596
Avg. volume 1W:   0.000
Avg. price 1M:   0.468
Avg. volume 1M:   0.000
Avg. price 6M:   0.697
Avg. volume 6M:   0.000
Avg. price 1Y:   0.745
Avg. volume 1Y:   0.000
Volatility 1M:   149.98%
Volatility 6M:   88.32%
Volatility 1Y:   79.02%
Volatility 3Y:   -