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BNP Paribas Call 25 WY 20.12.2024/  DE000PE018X2  /

Frankfurt Zert./BNP
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:   -