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BNP Paribas Call 28 WY 17.01.2025/  DE000PE84217  /

Frankfurt Zert./BNP
2024-09-24  9:50:42 PM Chg.+0.020 Bid2024-09-24 Ask2024-09-24 Underlying Strike price Expiration date Option type
0.570EUR +3.64% 0.570
Bid Size: 43,200		 0.580
Ask Size: 43,200		 Weyerhaeuser Company 28.00 - 2025-01-17 Call
 

Master data

WKN: PE8421
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.39
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.22
Implied volatility: 0.66
Historic volatility: 0.20
Parity: 0.22
Time value: 0.34
Break-even: 33.60
Moneyness: 1.08
Premium: 0.11
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.66
Theta: -0.02
Omega: 3.57
Rho: 0.05
 

Quote data

Open: 0.550
High: 0.580
Low: 0.550
Previous Close: 0.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month  
+50.00%
3 Months  
+103.57%
YTD
  -27.85%
1 Year
  -6.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.530
1M High / 1M Low: 0.570 0.320
6M High / 6M Low: 0.820 0.170
High (YTD): 2024-03-27 0.820
Low (YTD): 2024-07-03 0.170
52W High: 2024-03-27 0.820
52W Low: 2024-07-03 0.170
Avg. price 1W:   0.546
Avg. volume 1W:   0.000
Avg. price 1M:   0.402
Avg. volume 1M:   0.000
Avg. price 6M:   0.407
Avg. volume 6M:   0.000
Avg. price 1Y:   0.508
Avg. volume 1Y:   0.000
Volatility 1M:   115.93%
Volatility 6M:   129.14%
Volatility 1Y:   110.20%
Volatility 3Y:   -