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BNP Paribas Call 28 WY 17.01.2025/  DE000PE84217  /

EUWAX
7/25/2024  8:10:39 AM Chg.-0.020 Bid7:41:28 PM Ask7:41:28 PM Underlying Strike price Expiration date Option type
0.330EUR -5.71% 0.370
Bid Size: 88,800		 0.380
Ask Size: 88,800		 Weyerhaeuser Company 28.00 - 1/17/2025 Call
 

Master data

WKN: PE8421
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 1/17/2025
Issue date: 2/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.11
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.20
Parity: -0.04
Time value: 0.34
Break-even: 31.40
Moneyness: 0.98
Premium: 0.14
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.56
Theta: -0.01
Omega: 4.57
Rho: 0.06
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.81%
1 Month  
+17.86%
3 Months
  -34.00%
YTD
  -58.23%
1 Year
  -59.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.350
1M High / 1M Low: 0.370 0.170
6M High / 6M Low: 0.830 0.170
High (YTD): 3/28/2024 0.830
Low (YTD): 7/4/2024 0.170
52W High: 3/28/2024 0.830
52W Low: 7/4/2024 0.170
Avg. price 1W:   0.360
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   0.509
Avg. volume 6M:   0.000
Avg. price 1Y:   0.566
Avg. volume 1Y:   0.000
Volatility 1M:   229.85%
Volatility 6M:   117.07%
Volatility 1Y:   101.94%
Volatility 3Y:   -