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BNP Paribas Call 35 WY 17.01.2025/  DE000PE84241  /

EUWAX
2024-07-30  8:10:53 AM Chg.-0.020 Bid10:05:26 AM Ask10:05:26 AM Underlying Strike price Expiration date Option type
0.090EUR -18.18% 0.090
Bid Size: 40,500		 0.110
Ask Size: 40,500		 Weyerhaeuser Company 35.00 - 2025-01-17 Call
 

Master data

WKN: PE8424
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.90
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.20
Parity: -0.61
Time value: 0.10
Break-even: 36.00
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.27
Theta: -0.01
Omega: 7.76
Rho: 0.03
 

Quote data

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

Performance

1 Week  
+25.00%
1 Month  
+164.71%
3 Months
  -35.71%
YTD
  -76.32%
1 Year
  -78.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.063
1M High / 1M Low: 0.110 0.018
6M High / 6M Low: 0.380 0.018
High (YTD): 2024-03-28 0.380
Low (YTD): 2024-07-04 0.018
52W High: 2023-07-31 0.440
52W Low: 2024-07-04 0.018
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.175
Avg. volume 6M:   0.000
Avg. price 1Y:   0.227
Avg. volume 1Y:   0.000
Volatility 1M:   481.60%
Volatility 6M:   240.38%
Volatility 1Y:   192.53%
Volatility 3Y:   -