BNP Paribas Call 25 WY 20.12.2024
/ DE000PE018X2
BNP Paribas Call 25 WY 20.12.2024/ DE000PE018X2 /
06/09/2024 12:20:59 |
Chg.-0.030 |
Bid06/09/2024 |
Ask06/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
-5.66% |
0.500 Bid Size: 49,000 |
0.540 Ask Size: 49,000 |
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: |
5.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.72 |
Historic volatility: |
0.20 |
Parity: |
0.22 |
Time value: |
0.31 |
Break-even: |
30.30 |
Moneyness: |
1.09 |
Premium: |
0.12 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.01 |
Spread %: |
1.92% |
Delta: |
0.67 |
Theta: |
-0.02 |
Omega: |
3.42 |
Rho: |
0.04 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.500 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.41% |
1 Month |
|
|
-25.37% |
3 Months |
|
|
-7.41% |
YTD |
|
|
-50.00% |
1 Year |
|
|
-41.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.530 |
1M High / 1M Low: |
0.670 |
0.500 |
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: |
|
0.538 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.549 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.636 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.710 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
76.56% |
Volatility 6M: |
|
88.62% |
Volatility 1Y: |
|
81.87% |
Volatility 3Y: |
|
- |