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BNP Paribas Call 28 WY 17.01.2025/  DE000PE84217  /

EUWAX
2024-05-31  12:36:50 PM Chg.+0.030 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.340EUR +9.68% -
Bid Size: -		 -
Ask Size: -		 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: 7.84
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.20
Parity: -0.06
Time value: 0.35
Break-even: 31.50
Moneyness: 0.98
Premium: 0.15
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.57
Theta: -0.01
Omega: 4.45
Rho: 0.08
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.11%
1 Month
  -27.66%
3 Months
  -53.42%
YTD
  -56.96%
1 Year
  -29.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.310
1M High / 1M Low: 0.460 0.310
6M High / 6M Low: 0.830 0.310
High (YTD): 2024-03-28 0.830
Low (YTD): 2024-05-30 0.310
52W High: 2024-03-28 0.830
52W Low: 2024-05-30 0.310
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.417
Avg. volume 1M:   0.000
Avg. price 6M:   0.622
Avg. volume 6M:   0.000
Avg. price 1Y:   0.621
Avg. volume 1Y:   0.000
Volatility 1M:   86.67%
Volatility 6M:   82.94%
Volatility 1Y:   79.40%
Volatility 3Y:   -