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BNP Paribas Call 25 WY 20.12.2024/  DE000PE018X2  /

Frankfurt Zert./BNP
2024-06-21  9:50:25 PM Chg.+0.020 Bid2024-06-21 Ask2024-06-21 Underlying Strike price Expiration date Option type
0.470EUR +4.44% 0.470
Bid Size: 50,000		 0.480
Ask Size: 50,000		 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: 5.65
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.21
Implied volatility: 0.46
Historic volatility: 0.20
Parity: 0.21
Time value: 0.27
Break-even: 29.80
Moneyness: 1.09
Premium: 0.10
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.68
Theta: -0.01
Omega: 3.85
Rho: 0.07
 

Quote data

Open: 0.440
High: 0.470
Low: 0.440
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -16.07%
3 Months
  -53.92%
YTD
  -53.00%
1 Year
  -34.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.450
1M High / 1M Low: 0.570 0.450
6M High / 6M Low: 1.060 0.450
High (YTD): 2024-03-27 1.060
Low (YTD): 2024-06-20 0.450
52W High: 2024-03-27 1.060
52W Low: 2024-06-20 0.450
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.505
Avg. volume 1M:   0.000
Avg. price 6M:   0.781
Avg. volume 6M:   0.000
Avg. price 1Y:   0.793
Avg. volume 1Y:   0.000
Volatility 1M:   63.51%
Volatility 6M:   60.31%
Volatility 1Y:   66.11%
Volatility 3Y:   -