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BNP Paribas Call 35 WY 17.01.2025/  DE000PE84241  /

Frankfurt Zert./BNP
27/06/2024  21:50:21 Chg.+0.005 Bid27/06/2024 Ask27/06/2024 Underlying Strike price Expiration date Option type
0.037EUR +15.63% 0.037
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Weyerhaeuser Company 35.00 - 17/01/2025 Call
 

Master data

WKN: PE8424
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 17/01/2025
Issue date: 14/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.77
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.20
Parity: -0.88
Time value: 0.09
Break-even: 35.91
Moneyness: 0.75
Premium: 0.37
Premium p.a.: 0.76
Spread abs.: 0.06
Spread %: 167.65%
Delta: 0.23
Theta: -0.01
Omega: 6.57
Rho: 0.03
 

Quote data

Open: 0.033
High: 0.037
Low: 0.033
Previous Close: 0.032
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.91%
1 Month
  -57.95%
3 Months
  -90.26%
YTD
  -90.26%
1 Year
  -86.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.032
1M High / 1M Low: 0.088 0.032
6M High / 6M Low: 0.380 0.032
High (YTD): 27/03/2024 0.380
Low (YTD): 26/06/2024 0.032
52W High: 25/07/2023 0.450
52W Low: 26/06/2024 0.032
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.217
Avg. volume 6M:   0.000
Avg. price 1Y:   0.257
Avg. volume 1Y:   1.172
Volatility 1M:   165.21%
Volatility 6M:   121.88%
Volatility 1Y:   128.02%
Volatility 3Y:   -