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BNP Paribas Call 28 WY 20.12.2024/  DE000PE842T3  /

Frankfurt Zert./BNP
7/5/2024  9:50:22 PM Chg.0.000 Bid9:50:27 PM Ask9:50:27 PM Underlying Strike price Expiration date Option type
0.160EUR 0.00% 0.170
Bid Size: 40,400		 0.180
Ask Size: 40,400		 Weyerhaeuser Company 28.00 - 12/20/2024 Call
 

Master data

WKN: PE842T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 12/20/2024
Issue date: 2/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.07
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.19
Parity: -0.27
Time value: 0.18
Break-even: 29.80
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.43
Theta: -0.01
Omega: 5.99
Rho: 0.04
 

Quote data

Open: 0.160
High: 0.170
Low: 0.140
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -46.67%
3 Months
  -77.78%
YTD
  -79.49%
1 Year
  -78.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.150
1M High / 1M Low: 0.300 0.150
6M High / 6M Low: 0.820 0.150
High (YTD): 3/27/2024 0.820
Low (YTD): 7/3/2024 0.150
52W High: 3/27/2024 0.820
52W Low: 7/3/2024 0.150
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.235
Avg. volume 1M:   0.000
Avg. price 6M:   0.526
Avg. volume 6M:   0.000
Avg. price 1Y:   0.572
Avg. volume 1Y:   0.000
Volatility 1M:   111.90%
Volatility 6M:   83.50%
Volatility 1Y:   83.00%
Volatility 3Y:   -