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BNP Paribas Call 25 WY 20.12.2024/  DE000PE018X2  /

EUWAX
2024-05-17  8:15:44 AM Chg.-0.020 Bid1:31:36 PM Ask1:31:36 PM Underlying Strike price Expiration date Option type
0.640EUR -3.03% 0.640
Bid Size: 21,400		 0.670
Ask Size: 21,400		 Weyerhaeuser Company 25.00 - 2024-12-20 Call
 

Master data

WKN: PE018X
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-12-20
Issue date: 2023-03-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.34
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.36
Implied volatility: 0.52
Historic volatility: 0.19
Parity: 0.36
Time value: 0.30
Break-even: 31.60
Moneyness: 1.15
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 3.13%
Delta: 0.72
Theta: -0.01
Omega: 3.14
Rho: 0.08
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.54%
1 Month
  -14.67%
3 Months
  -26.44%
YTD
  -36.00%
1 Year
  -4.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.640
1M High / 1M Low: 0.750 0.590
6M High / 6M Low: 1.060 0.590
High (YTD): 2024-03-28 1.060
Low (YTD): 2024-05-02 0.590
52W High: 2024-03-28 1.060
52W Low: 2023-11-01 0.560
Avg. price 1W:   0.652
Avg. volume 1W:   0.000
Avg. price 1M:   0.670
Avg. volume 1M:   0.000
Avg. price 6M:   0.840
Avg. volume 6M:   0.000
Avg. price 1Y:   0.810
Avg. volume 1Y:   0.000
Volatility 1M:   68.17%
Volatility 6M:   69.68%
Volatility 1Y:   67.76%
Volatility 3Y:   -