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BNP Paribas Call 25 WY 17.01.2025/  DE000PE018Y0  /

Frankfurt Zert./BNP
2024-05-31  9:50:32 PM Chg.+0.030 Bid2024-05-31 Ask2024-05-31 Underlying Strike price Expiration date Option type
0.560EUR +5.66% 0.560
Bid Size: 17,300		 0.580
Ask Size: 17,300		 Weyerhaeuser Company 25.00 - 2025-01-17 Call
 

Master data

WKN: PE018Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2025-01-17
Issue date: 2023-03-21
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.77
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.27
Implied volatility: 0.48
Historic volatility: 0.20
Parity: 0.27
Time value: 0.31
Break-even: 30.80
Moneyness: 1.11
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 3.57%
Delta: 0.70
Theta: -0.01
Omega: 3.33
Rho: 0.09
 

Quote data

Open: 0.530
High: 0.560
Low: 0.530
Previous Close: 0.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -13.85%
3 Months
  -43.43%
YTD
  -44.00%
1 Year
  -13.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.510
1M High / 1M Low: 0.670 0.510
6M High / 6M Low: 1.060 0.510
High (YTD): 2024-03-27 1.060
Low (YTD): 2024-05-29 0.510
52W High: 2024-03-27 1.060
52W Low: 2024-05-29 0.510
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.616
Avg. volume 1M:   0.000
Avg. price 6M:   0.829
Avg. volume 6M:   0.000
Avg. price 1Y:   0.815
Avg. volume 1Y:   0.000
Volatility 1M:   57.73%
Volatility 6M:   67.78%
Volatility 1Y:   64.34%
Volatility 3Y:   -