BNP Paribas Call 35 WY 17.01.2025
/ DE000PE84241
BNP Paribas Call 35 WY 17.01.2025/ DE000PE84241 /
2024-05-31 9:50:33 PM |
Chg.+0.007 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.080EUR |
+9.59% |
0.082 Bid Size: 13,800 |
0.092 Ask Size: 13,800 |
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: |
30.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.20 |
Parity: |
-0.73 |
Time value: |
0.09 |
Break-even: |
35.92 |
Moneyness: |
0.79 |
Premium: |
0.30 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.01 |
Spread %: |
12.20% |
Delta: |
0.25 |
Theta: |
-0.01 |
Omega: |
7.39 |
Rho: |
0.04 |
Quote data
Open: |
0.075 |
High: |
0.080 |
Low: |
0.071 |
Previous Close: |
0.073 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.88% |
1 Month |
|
|
-38.46% |
3 Months |
|
|
-76.47% |
YTD |
|
|
-78.95% |
1 Year |
|
|
-63.64% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.088 |
0.067 |
1M High / 1M Low: |
0.130 |
0.067 |
6M High / 6M Low: |
0.380 |
0.067 |
High (YTD): |
2024-03-27 |
0.380 |
Low (YTD): |
2024-05-29 |
0.067 |
52W High: |
2023-07-25 |
0.450 |
52W Low: |
2024-05-29 |
0.067 |
Avg. price 1W: |
|
0.076 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.108 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.247 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.270 |
Avg. volume 1Y: |
|
1.176 |
Volatility 1M: |
|
121.53% |
Volatility 6M: |
|
134.42% |
Volatility 1Y: |
|
122.29% |
Volatility 3Y: |
|
- |