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BNP Paribas Call 32 WY 17.01.2025/  DE000PE84233  /

Frankfurt Zert./BNP
6/27/2024  9:50:29 PM Chg.+0.008 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
0.082EUR +10.81% 0.083
Bid Size: 42,800		 0.093
Ask Size: 42,800		 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: 28.77
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -0.58
Time value: 0.09
Break-even: 32.91
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 0.51
Spread abs.: 0.02
Spread %: 19.74%
Delta: 0.27
Theta: -0.01
Omega: 7.65
Rho: 0.03
 

Quote data

Open: 0.075
High: 0.082
Low: 0.074
Previous Close: 0.074
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.00%
1 Month
  -54.44%
3 Months
  -85.09%
YTD
  -84.81%
1 Year
  -79.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.074
1M High / 1M Low: 0.180 0.074
6M High / 6M Low: 0.550 0.074
High (YTD): 3/27/2024 0.550
Low (YTD): 6/26/2024 0.074
52W High: 7/25/2023 0.590
52W Low: 6/26/2024 0.074
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.128
Avg. volume 1M:   0.000
Avg. price 6M:   0.344
Avg. volume 6M:   0.000
Avg. price 1Y:   0.382
Avg. volume 1Y:   0.000
Volatility 1M:   145.85%
Volatility 6M:   104.45%
Volatility 1Y:   108.37%
Volatility 3Y:   -