OverviewChartNewsTraderScreen

BNP Paribas Call 28 WY 20.12.2024/  DE000PE842T3  /

Frankfurt Zert./BNP
30/07/2024  09:20:51 Chg.-0.020 Bid30/07/2024 Ask30/07/2024 Underlying Strike price Expiration date Option type
0.400EUR -4.76% 0.400
Bid Size: 25,000		 0.420
Ask Size: 25,000		 Weyerhaeuser Company 28.00 - 20/12/2024 Call
 

Master data

WKN: PE842T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 20/12/2024
Issue date: 14/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.62
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.11
Implied volatility: 0.51
Historic volatility: 0.20
Parity: 0.11
Time value: 0.33
Break-even: 32.40
Moneyness: 1.04
Premium: 0.11
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.63
Theta: -0.01
Omega: 4.16
Rho: 0.05
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.65%
1 Month  
+81.82%
3 Months     0.00%
YTD
  -48.72%
1 Year
  -46.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.310
1M High / 1M Low: 0.430 0.150
6M High / 6M Low: 0.820 0.150
High (YTD): 27/03/2024 0.820
Low (YTD): 03/07/2024 0.150
52W High: 27/03/2024 0.820
52W Low: 03/07/2024 0.150
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.268
Avg. volume 1M:   0.000
Avg. price 6M:   0.483
Avg. volume 6M:   0.000
Avg. price 1Y:   0.542
Avg. volume 1Y:   0.000
Volatility 1M:   246.66%
Volatility 6M:   129.01%
Volatility 1Y:   107.92%
Volatility 3Y:   -