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BNP Paribas Call 30 WY 17.01.2025/  DE000PE84225  /

Frankfurt Zert./BNP
2024-09-25  8:50:40 AM Chg.-0.010 Bid9:15:11 AM Ask9:15:11 AM Underlying Strike price Expiration date Option type
0.410EUR -2.38% 0.410
Bid Size: 11,850		 0.430
Ask Size: 11,850		 Weyerhaeuser Company 30.00 - 2025-01-17 Call
 

Master data

WKN: PE8422
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.36
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.02
Implied volatility: 0.58
Historic volatility: 0.20
Parity: 0.02
Time value: 0.39
Break-even: 34.10
Moneyness: 1.01
Premium: 0.13
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.58
Theta: -0.02
Omega: 4.31
Rho: 0.04
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.13%
1 Month  
+64.00%
3 Months  
+192.86%
YTD
  -37.88%
1 Year
  -18.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.380
1M High / 1M Low: 0.420 0.200
6M High / 6M Low: 0.680 0.100
High (YTD): 2024-03-27 0.680
Low (YTD): 2024-07-09 0.100
52W High: 2024-03-27 0.680
52W Low: 2024-07-09 0.100
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.278
Avg. volume 1M:   0.000
Avg. price 6M:   0.293
Avg. volume 6M:   0.000
Avg. price 1Y:   0.392
Avg. volume 1Y:   0.000
Volatility 1M:   136.27%
Volatility 6M:   154.84%
Volatility 1Y:   130.60%
Volatility 3Y:   -