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BNP Paribas Call 28 WY 17.01.2025/  DE000PE84217  /

Frankfurt Zert./BNP
2024-09-05  5:21:16 PM Chg.+0.020 Bid5:23:53 PM Ask5:23:53 PM Underlying Strike price Expiration date Option type
0.340EUR +6.25% 0.330
Bid Size: 100,000		 0.340
Ask Size: 100,000		 Weyerhaeuser Company 28.00 - 2025-01-17 Call
 

Master data

WKN: PE8421
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.25
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.20
Parity: -0.08
Time value: 0.33
Break-even: 31.30
Moneyness: 0.97
Premium: 0.15
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.54
Theta: -0.01
Omega: 4.49
Rho: 0.04
 

Quote data

Open: 0.310
High: 0.340
Low: 0.310
Previous Close: 0.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -20.93%
3 Months  
+6.25%
YTD
  -56.96%
1 Year
  -49.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.320
1M High / 1M Low: 0.450 0.290
6M High / 6M Low: 0.820 0.170
High (YTD): 2024-03-27 0.820
Low (YTD): 2024-07-03 0.170
52W High: 2024-03-27 0.820
52W Low: 2024-07-03 0.170
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.343
Avg. volume 1M:   0.000
Avg. price 6M:   0.439
Avg. volume 6M:   0.000
Avg. price 1Y:   0.520
Avg. volume 1Y:   0.000
Volatility 1M:   113.07%
Volatility 6M:   122.94%
Volatility 1Y:   106.39%
Volatility 3Y:   -