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BNP Paribas Call 30 WY 17.01.2025/  DE000PE84225  /

Frankfurt Zert./BNP
7/31/2024  11:50:32 AM Chg.0.000 Bid7/31/2024 Ask7/31/2024 Underlying Strike price Expiration date Option type
0.330EUR 0.00% 0.330
Bid Size: 40,400		 0.350
Ask Size: 40,400		 Weyerhaeuser Company 30.00 - 1/17/2025 Call
 

Master data

WKN: PE8422
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 1/17/2025
Issue date: 2/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.90
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.20
Parity: -0.06
Time value: 0.33
Break-even: 33.30
Moneyness: 0.98
Premium: 0.13
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.55
Theta: -0.01
Omega: 4.90
Rho: 0.06
 

Quote data

Open: 0.320
High: 0.330
Low: 0.320
Previous Close: 0.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+120.00%
3 Months  
+10.00%
YTD
  -50.00%
1 Year
  -51.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.220
1M High / 1M Low: 0.330 0.100
6M High / 6M Low: 0.680 0.100
High (YTD): 3/27/2024 0.680
Low (YTD): 7/9/2024 0.100
52W High: 3/27/2024 0.680
52W Low: 7/9/2024 0.100
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.380
Avg. volume 6M:   0.000
Avg. price 1Y:   0.442
Avg. volume 1Y:   0.000
Volatility 1M:   259.10%
Volatility 6M:   143.67%
Volatility 1Y:   120.69%
Volatility 3Y:   -