BNP Paribas Call 32 WY 17.01.2025
/ DE000PE84233
BNP Paribas Call 32 WY 17.01.2025/ DE000PE84233 /
9/5/2024 11:21:08 AM |
Chg.-0.010 |
Bid9/5/2024 |
Ask9/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-8.33% |
0.110 Bid Size: 35,500 |
0.150 Ask Size: 35,500 |
Weyerhaeuser Company |
32.00 - |
1/17/2025 |
Call |
Master data
WKN: |
PE8423 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Weyerhaeuser Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 - |
Maturity: |
1/17/2025 |
Issue date: |
2/14/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.20 |
Parity: |
-0.48 |
Time value: |
0.13 |
Break-even: |
33.30 |
Moneyness: |
0.85 |
Premium: |
0.22 |
Premium p.a.: |
0.73 |
Spread abs.: |
0.01 |
Spread %: |
8.33% |
Delta: |
0.33 |
Theta: |
-0.01 |
Omega: |
6.81 |
Rho: |
0.03 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.100 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.33% |
1 Month |
|
|
-47.62% |
3 Months |
|
|
-21.43% |
YTD |
|
|
-79.63% |
1 Year |
|
|
-75.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.120 |
1M High / 1M Low: |
0.210 |
0.100 |
6M High / 6M Low: |
0.550 |
0.052 |
High (YTD): |
3/27/2024 |
0.550 |
Low (YTD): |
7/3/2024 |
0.052 |
52W High: |
3/27/2024 |
0.550 |
52W Low: |
7/3/2024 |
0.052 |
Avg. price 1W: |
|
0.120 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.133 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.231 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.306 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
181.75% |
Volatility 6M: |
|
184.25% |
Volatility 1Y: |
|
153.92% |
Volatility 3Y: |
|
- |