OverviewChartNewsTraderScreen

BNP Paribas Call 28 WY 17.01.2025/  DE000PE84217  /

Frankfurt Zert./BNP
2024-07-30  10:21:12 AM Chg.-0.010 Bid2024-07-30 Ask2024-07-30 Underlying Strike price Expiration date Option type
0.420EUR -2.33% 0.420
Bid Size: 49,700		 0.440
Ask Size: 49,700		 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: 6.72
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.09
Implied volatility: 0.47
Historic volatility: 0.20
Parity: 0.09
Time value: 0.34
Break-even: 32.30
Moneyness: 1.03
Premium: 0.12
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.62
Theta: -0.01
Omega: 4.18
Rho: 0.06
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+82.61%
3 Months     0.00%
YTD
  -46.84%
1 Year
  -44.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.330
1M High / 1M Low: 0.450 0.170
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:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.286
Avg. volume 1M:   0.000
Avg. price 6M:   0.498
Avg. volume 6M:   0.000
Avg. price 1Y:   0.557
Avg. volume 1Y:   0.000
Volatility 1M:   218.88%
Volatility 6M:   120.07%
Volatility 1Y:   101.74%
Volatility 3Y:   -