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BNP Paribas Call 28 WY 17.01.2025/  DE000PE84217  /

EUWAX
2024-06-06  8:10:06 AM Chg.-0.010 Bid10:01:05 AM Ask10:01:05 AM Underlying Strike price Expiration date Option type
0.320EUR -3.03% 0.320
Bid Size: 9,375		 0.340
Ask Size: 8,824		 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: 8.21
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.19
Parity: -0.09
Time value: 0.33
Break-even: 31.30
Moneyness: 0.97
Premium: 0.16
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.55
Theta: -0.01
Omega: 4.51
Rho: 0.07
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.23%
1 Month
  -30.43%
3 Months
  -56.76%
YTD
  -59.49%
1 Year
  -31.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 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:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.407
Avg. volume 1M:   0.000
Avg. price 6M:   0.617
Avg. volume 6M:   0.000
Avg. price 1Y:   0.619
Avg. volume 1Y:   0.000
Volatility 1M:   93.30%
Volatility 6M:   85.84%
Volatility 1Y:   80.83%
Volatility 3Y:   -