OverviewChartNewsTraderScreen

BNP Paribas Call 30 WY 17.01.2025/  DE000PE84225  /

Frankfurt Zert./BNP
2024-10-08  9:50:30 PM Chg.+0.010 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.360EUR +2.86% 0.360
Bid Size: 47,000		 0.370
Ask Size: 47,000		 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: 8.31
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.20
Parity: -0.01
Time value: 0.36
Break-even: 33.60
Moneyness: 1.00
Premium: 0.12
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.57
Theta: -0.02
Omega: 4.72
Rho: 0.04
 

Quote data

Open: 0.350
High: 0.370
Low: 0.340
Previous Close: 0.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+71.43%
3 Months  
+200.00%
YTD
  -45.45%
1 Year
  -12.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.350
1M High / 1M Low: 0.420 0.210
6M High / 6M Low: 0.620 0.100
High (YTD): 2024-03-27 0.680
Low (YTD): 2024-07-09 0.100
52W High: 2024-03-27 0.680
52W Low: 2024-07-09 0.100
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.353
Avg. volume 1M:   0.000
Avg. price 6M:   0.277
Avg. volume 6M:   0.000
Avg. price 1Y:   0.389
Avg. volume 1Y:   0.000
Volatility 1M:   154.14%
Volatility 6M:   158.11%
Volatility 1Y:   131.66%
Volatility 3Y:   -