OverviewChartNewsTraderScreen

BNP Paribas Call 35 WY 17.01.2025/  DE000PE84241  /

Frankfurt Zert./BNP
2024-06-14  9:50:25 PM Chg.-0.003 Bid9:53:07 PM Ask9:53:07 PM Underlying Strike price Expiration date Option type
0.050EUR -5.66% 0.051
Bid Size: 16,600		 0.091
Ask Size: 16,600		 Weyerhaeuser Company 35.00 - 2025-01-17 Call
 

Master data

WKN: PE8424
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.77
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.20
Parity: -0.79
Time value: 0.09
Break-even: 35.91
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.61
Spread abs.: 0.04
Spread %: 78.43%
Delta: 0.24
Theta: -0.01
Omega: 7.05
Rho: 0.03
 

Quote data

Open: 0.054
High: 0.054
Low: 0.048
Previous Close: 0.053
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.25%
1 Month
  -58.33%
3 Months
  -83.87%
YTD
  -86.84%
1 Year
  -80.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.050
1M High / 1M Low: 0.120 0.050
6M High / 6M Low: 0.380 0.050
High (YTD): 2024-03-27 0.380
Low (YTD): 2024-06-14 0.050
52W High: 2023-07-25 0.450
52W Low: 2024-06-14 0.050
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   0.234
Avg. volume 6M:   0.000
Avg. price 1Y:   0.264
Avg. volume 1Y:   1.181
Volatility 1M:   132.51%
Volatility 6M:   115.44%
Volatility 1Y:   124.82%
Volatility 3Y:   -