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BNP Paribas Call 30 WY 20.12.2024/  DE000PE842U1  /

Frankfurt Zert./BNP
31/07/2024  15:20:15 Chg.-0.010 Bid15:31:30 Ask15:28:26 Underlying Strike price Expiration date Option type
0.300EUR -3.23% 0.290
Bid Size: 10,625		 -
Ask Size: -		 Weyerhaeuser Company 30.00 - 20/12/2024 Call
 

Master data

WKN: PE842U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 20/12/2024
Issue date: 14/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.47
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.20
Parity: -0.06
Time value: 0.31
Break-even: 33.10
Moneyness: 0.98
Premium: 0.13
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.54
Theta: -0.01
Omega: 5.15
Rho: 0.05
 

Quote data

Open: 0.300
High: 0.310
Low: 0.300
Previous Close: 0.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+130.77%
3 Months  
+3.45%
YTD
  -53.85%
1 Year
  -55.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.200
1M High / 1M Low: 0.310 0.080
6M High / 6M Low: 0.670 0.080
High (YTD): 27/03/2024 0.670
Low (YTD): 03/07/2024 0.080
52W High: 27/03/2024 0.670
52W Low: 03/07/2024 0.080
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   0.363
Avg. volume 6M:   0.000
Avg. price 1Y:   0.425
Avg. volume 1Y:   0.000
Volatility 1M:   294.80%
Volatility 6M:   156.82%
Volatility 1Y:   129.76%
Volatility 3Y:   -