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BNP Paribas Call 30 WY 17.01.2025/  DE000PE84225  /

Frankfurt Zert./BNP
2024-07-05  9:50:22 PM Chg.0.000 Bid2024-07-05 Ask2024-07-05 Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.110
Bid Size: 44,200		 0.120
Ask Size: 44,200		 Weyerhaeuser Company 30.00 - 2025-01-17 Call
 

Master data

WKN: PE8422
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.10
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.19
Parity: -0.47
Time value: 0.12
Break-even: 31.20
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.32
Theta: -0.01
Omega: 6.82
Rho: 0.04
 

Quote data

Open: 0.110
High: 0.110
Low: 0.090
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -47.62%
3 Months
  -81.36%
YTD
  -83.33%
1 Year
  -82.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.210 0.100
6M High / 6M Low: 0.680 0.100
High (YTD): 2024-03-27 0.680
Low (YTD): 2024-07-03 0.100
52W High: 2023-07-25 0.700
52W Low: 2024-07-03 0.100
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.158
Avg. volume 1M:   0.000
Avg. price 6M:   0.422
Avg. volume 6M:   0.000
Avg. price 1Y:   0.470
Avg. volume 1Y:   0.000
Volatility 1M:   147.58%
Volatility 6M:   97.68%
Volatility 1Y:   95.39%
Volatility 3Y:   -