BNP Paribas Call 32 WY 17.01.2025/  DE000PE84233  /

Frankfurt Zert./BNP
05/07/2024  21:50:22 Chg.-0.001 Bid21:59:28 Ask21:59:28 Underlying Strike price Expiration date Option type
0.062EUR -1.59% 0.064
Bid Size: 50,000
0.091
Ask Size: 50,000
Weyerhaeuser Company 32.00 - 17/01/2025 Call
 

Master data

WKN: PE8423
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 17/01/2025
Issue date: 14/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.83
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.19
Parity: -0.67
Time value: 0.09
Break-even: 32.91
Moneyness: 0.79
Premium: 0.30
Premium p.a.: 0.63
Spread abs.: 0.03
Spread %: 42.19%
Delta: 0.25
Theta: -0.01
Omega: 7.05
Rho: 0.03
 

Quote data

Open: 0.063
High: 0.064
Low: 0.054
Previous Close: 0.063
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.91%
1 Month
  -52.31%
3 Months
  -86.81%
YTD
  -88.52%
1 Year
  -88.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.068 0.052
1M High / 1M Low: 0.130 0.052
6M High / 6M Low: 0.550 0.052
High (YTD): 27/03/2024 0.550
Low (YTD): 03/07/2024 0.052
52W High: 25/07/2023 0.590
52W Low: 03/07/2024 0.052
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.320
Avg. volume 6M:   0.000
Avg. price 1Y:   0.370
Avg. volume 1Y:   0.000
Volatility 1M:   183.94%
Volatility 6M:   117.45%
Volatility 1Y:   112.18%
Volatility 3Y:   -