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BNP Paribas Call 28 WY 17.01.2025/  DE000PE84217  /

EUWAX
6/3/2024  8:10:06 AM Chg.+0.030 Bid11:53:36 AM Ask11:53:36 AM Underlying Strike price Expiration date Option type
0.370EUR +8.82% 0.370
Bid Size: 12,600		 0.390
Ask Size: 12,600		 Weyerhaeuser Company 28.00 - 1/17/2025 Call
 

Master data

WKN: PE8421
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 1/17/2025
Issue date: 2/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.28
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.20
Parity: -0.03
Time value: 0.38
Break-even: 31.80
Moneyness: 0.99
Premium: 0.15
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.58
Theta: -0.01
Omega: 4.22
Rho: 0.08
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -17.78%
3 Months
  -49.32%
YTD
  -53.16%
1 Year
  -24.49%
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): 3/28/2024 0.830
Low (YTD): 5/30/2024 0.310
52W High: 3/28/2024 0.830
52W Low: 5/30/2024 0.310
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.418
Avg. volume 1M:   0.000
Avg. price 6M:   0.622
Avg. volume 6M:   0.000
Avg. price 1Y:   0.622
Avg. volume 1Y:   0.000
Volatility 1M:   79.90%
Volatility 6M:   83.24%
Volatility 1Y:   79.58%
Volatility 3Y:   -