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BNP Paribas Call 30 WY 17.01.2025/  DE000PE84225  /

Frankfurt Zert./BNP
27/06/2024  21:50:19 Chg.+0.010 Bid27/06/2024 Ask27/06/2024 Underlying Strike price Expiration date Option type
0.140EUR +7.69% 0.140
Bid Size: 38,100		 0.150
Ask Size: 38,100		 Weyerhaeuser Company 30.00 - 17/01/2025 Call
 

Master data

WKN: PE8422
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 17/01/2025
Issue date: 14/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.70
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.20
Parity: -0.38
Time value: 0.14
Break-even: 31.40
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.36
Theta: -0.01
Omega: 6.79
Rho: 0.05
 

Quote data

Open: 0.130
High: 0.140
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -41.67%
3 Months
  -78.79%
YTD
  -78.79%
1 Year
  -76.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.130
1M High / 1M Low: 0.250 0.130
6M High / 6M Low: 0.680 0.130
High (YTD): 27/03/2024 0.680
Low (YTD): 26/06/2024 0.130
52W High: 25/07/2023 0.700
52W Low: 26/06/2024 0.130
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   0.446
Avg. volume 6M:   0.000
Avg. price 1Y:   0.483
Avg. volume 1Y:   0.000
Volatility 1M:   130.89%
Volatility 6M:   90.02%
Volatility 1Y:   91.48%
Volatility 3Y:   -