BNP Paribas Call 40 WY 17.01.2025
/ DE000PE84266
BNP Paribas Call 40 WY 17.01.2025/ DE000PE84266 /
2024-06-07 8:10:24 AM |
Chg.+0.003 |
Bid4:29:19 PM |
Ask4:29:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.018EUR |
+20.00% |
0.016 Bid Size: 56,000 |
0.091 Ask Size: 56,000 |
Weyerhaeuser Company |
40.00 - |
2025-01-17 |
Call |
Master data
WKN: |
PE8426 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Weyerhaeuser Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-02-14 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.19 |
Parity: |
-1.27 |
Time value: |
0.09 |
Break-even: |
40.91 |
Moneyness: |
0.68 |
Premium: |
0.50 |
Premium p.a.: |
0.93 |
Spread abs.: |
0.07 |
Spread %: |
405.56% |
Delta: |
0.20 |
Theta: |
-0.01 |
Omega: |
5.97 |
Rho: |
0.03 |
Quote data
Open: |
0.018 |
High: |
0.018 |
Low: |
0.018 |
Previous Close: |
0.015 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
-53.85% |
3 Months |
|
|
-88.00% |
YTD |
|
|
-90.53% |
1 Year |
|
|
-85.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.022 |
0.015 |
1M High / 1M Low: |
0.040 |
0.015 |
6M High / 6M Low: |
0.200 |
0.015 |
High (YTD): |
2024-01-02 |
0.190 |
Low (YTD): |
2024-06-06 |
0.015 |
52W High: |
2023-07-31 |
0.260 |
52W Low: |
2024-06-06 |
0.015 |
Avg. price 1W: |
|
0.019 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.103 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.129 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
210.55% |
Volatility 6M: |
|
199.44% |
Volatility 1Y: |
|
181.53% |
Volatility 3Y: |
|
- |