OverviewChartNewsTraderScreen

BNP Paribas Call 25 WY 20.12.2024/  DE000PE018X2  /

Frankfurt Zert./BNP
2024-09-24  9:50:25 PM Chg.+0.020 Bid9:58:30 PM Ask- Underlying Strike price Expiration date Option type
0.820EUR +2.50% 0.810
Bid Size: 36,700		 -
Ask Size: -		 Weyerhaeuser Company 25.00 - 2024-12-20 Call
 

Master data

WKN: PE018X
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-12-20
Issue date: 2023-03-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.77
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.52
Implied volatility: 0.91
Historic volatility: 0.20
Parity: 0.52
Time value: 0.28
Break-even: 33.00
Moneyness: 1.21
Premium: 0.09
Premium p.a.: 0.45
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.75
Theta: -0.03
Omega: 2.82
Rho: 0.03
 

Quote data

Open: 0.800
High: 0.830
Low: 0.790
Previous Close: 0.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.13%
1 Month  
+36.67%
3 Months  
+74.47%
YTD
  -18.00%
1 Year  
+6.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.770
1M High / 1M Low: 0.810 0.530
6M High / 6M Low: 1.060 0.320
High (YTD): 2024-03-27 1.060
Low (YTD): 2024-07-03 0.320
52W High: 2024-03-27 1.060
52W Low: 2024-07-03 0.320
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   0.623
Avg. volume 1M:   0.000
Avg. price 6M:   0.608
Avg. volume 6M:   0.000
Avg. price 1Y:   0.703
Avg. volume 1Y:   0.000
Volatility 1M:   80.54%
Volatility 6M:   92.72%
Volatility 1Y:   84.00%
Volatility 3Y:   -