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BNP Paribas Call 30 WY 17.01.2025/  DE000PE84225  /

Frankfurt Zert./BNP
2024-05-31  9:50:32 PM Chg.+0.020 Bid9:59:41 PM Ask9:59:41 PM Underlying Strike price Expiration date Option type
0.250EUR +8.70% 0.260
Bid Size: 11,500		 0.270
Ask Size: 11,500		 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: 10.25
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.20
Parity: -0.23
Time value: 0.27
Break-even: 32.70
Moneyness: 0.92
Premium: 0.18
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.49
Theta: -0.01
Omega: 4.99
Rho: 0.07
 

Quote data

Open: 0.240
High: 0.250
Low: 0.230
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month
  -24.24%
3 Months
  -60.32%
YTD
  -62.12%
1 Year
  -35.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.340 0.220
6M High / 6M Low: 0.680 0.220
High (YTD): 2024-03-27 0.680
Low (YTD): 2024-05-29 0.220
52W High: 2023-07-25 0.700
52W Low: 2024-05-29 0.220
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.301
Avg. volume 1M:   0.000
Avg. price 6M:   0.494
Avg. volume 6M:   0.000
Avg. price 1Y:   0.502
Avg. volume 1Y:   0.000
Volatility 1M:   87.33%
Volatility 6M:   92.59%
Volatility 1Y:   88.21%
Volatility 3Y:   -