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BNP Paribas Call 32 WY 17.01.2025/  DE000PE84233  /

Frankfurt Zert./BNP
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:   -