OverviewChartNewsTraderScreen

BNP Paribas Call 28 WY 17.01.2025/  DE000PE84217  /

Frankfurt Zert./BNP
08/10/2024  21:50:39 Chg.+0.010 Bid21:56:45 Ask21:56:45 Underlying Strike price Expiration date Option type
0.510EUR +2.00% 0.520
Bid Size: 44,900		 0.530
Ask Size: 44,900		 Weyerhaeuser Company 28.00 - 17/01/2025 Call
 

Master data

WKN: PE8421
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 17/01/2025
Issue date: 14/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.87
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.19
Implied volatility: 0.65
Historic volatility: 0.20
Parity: 0.19
Time value: 0.32
Break-even: 33.10
Moneyness: 1.07
Premium: 0.11
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.65
Theta: -0.02
Omega: 3.83
Rho: 0.04
 

Quote data

Open: 0.500
High: 0.520
Low: 0.490
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.27%
1 Month  
+59.38%
3 Months  
+183.33%
YTD
  -35.44%
1 Year
  -1.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.500
1M High / 1M Low: 0.570 0.320
6M High / 6M Low: 0.760 0.170
High (YTD): 27/03/2024 0.820
Low (YTD): 03/07/2024 0.170
52W High: 27/03/2024 0.820
52W Low: 03/07/2024 0.170
Avg. price 1W:   0.512
Avg. volume 1W:   0.000
Avg. price 1M:   0.500
Avg. volume 1M:   0.000
Avg. price 6M:   0.392
Avg. volume 6M:   0.000
Avg. price 1Y:   0.507
Avg. volume 1Y:   0.000
Volatility 1M:   118.12%
Volatility 6M:   130.66%
Volatility 1Y:   110.16%
Volatility 3Y:   -