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BNP Paribas Call 25 WY 17.01.2025/  DE000PE018Y0  /

EUWAX
2024-06-21  8:15:40 AM Chg.-0.020 Bid9:01:08 AM Ask9:01:08 AM Underlying Strike price Expiration date Option type
0.450EUR -4.26% 0.450
Bid Size: 12,500		 0.470
Ask Size: 12,500		 Weyerhaeuser Company 25.00 - 2025-01-17 Call
 

Master data

WKN: PE018Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2025-01-17
Issue date: 2023-03-21
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.69
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.18
Implied volatility: 0.45
Historic volatility: 0.20
Parity: 0.18
Time value: 0.29
Break-even: 29.70
Moneyness: 1.07
Premium: 0.11
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 4.44%
Delta: 0.67
Theta: -0.01
Omega: 3.79
Rho: 0.08
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -28.57%
3 Months
  -56.31%
YTD
  -55.45%
1 Year
  -40.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.460
1M High / 1M Low: 0.640 0.460
6M High / 6M Low: 1.060 0.460
High (YTD): 2024-04-02 1.060
Low (YTD): 2024-06-19 0.460
52W High: 2024-04-02 1.060
52W Low: 2024-06-19 0.460
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.531
Avg. volume 1M:   0.000
Avg. price 6M:   0.801
Avg. volume 6M:   0.000
Avg. price 1Y:   0.807
Avg. volume 1Y:   32.422
Volatility 1M:   77.33%
Volatility 6M:   61.96%
Volatility 1Y:   68.97%
Volatility 3Y:   -