BNP Paribas Call 42 WY 17.01.2025/  DE000PE84274  /

Frankfurt Zert./BNP
2024-06-07  9:50:25 PM Chg.-0.002 Bid9:59:32 PM Ask9:59:32 PM Underlying Strike price Expiration date Option type
0.008EUR -20.00% 0.008
Bid Size: 37,000
0.091
Ask Size: 37,000
Weyerhaeuser Company 42.00 - 2025-01-17 Call
 

Master data

WKN: PE8427
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.87
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.20
Parity: -1.48
Time value: 0.09
Break-even: 42.91
Moneyness: 0.65
Premium: 0.58
Premium p.a.: 1.11
Spread abs.: 0.08
Spread %: 1,037.50%
Delta: 0.19
Theta: -0.01
Omega: 5.62
Rho: 0.03
 

Quote data

Open: 0.010
High: 0.010
Low: 0.008
Previous Close: 0.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -61.90%
3 Months
  -92.73%
YTD
  -94.29%
1 Year
  -92.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.008
1M High / 1M Low: 0.024 0.008
6M High / 6M Low: 0.140 0.008
High (YTD): 2024-01-02 0.130
Low (YTD): 2024-06-07 0.008
52W High: 2023-07-26 0.210
52W Low: 2024-06-07 0.008
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.068
Avg. volume 6M:   0.000
Avg. price 1Y:   0.093
Avg. volume 1Y:   0.000
Volatility 1M:   234.15%
Volatility 6M:   214.56%
Volatility 1Y:   191.24%
Volatility 3Y:   -