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BNP Paribas Call 25 WY 20.12.2024/  DE000PE018X2  /

Frankfurt Zert./BNP
05/07/2024  21:50:22 Chg.0.000 Bid21:50:27 Ask21:50:27 Underlying Strike price Expiration date Option type
0.330EUR 0.00% 0.340
Bid Size: 50,000		 0.350
Ask Size: 50,000		 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: 7.24
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.03
Implied volatility: 0.47
Historic volatility: 0.19
Parity: 0.03
Time value: 0.32
Break-even: 28.50
Moneyness: 1.01
Premium: 0.13
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.60
Theta: -0.01
Omega: 4.33
Rho: 0.05
 

Quote data

Open: 0.330
High: 0.330
Low: 0.300
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.51%
1 Month
  -34.00%
3 Months
  -65.26%
YTD
  -67.00%
1 Year
  -64.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.320
1M High / 1M Low: 0.500 0.320
6M High / 6M Low: 1.060 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:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.427
Avg. volume 1M:   0.000
Avg. price 6M:   0.740
Avg. volume 6M:   0.000
Avg. price 1Y:   0.773
Avg. volume 1Y:   0.000
Volatility 1M:   78.33%
Volatility 6M:   65.31%
Volatility 1Y:   66.94%
Volatility 3Y:   -