BNP Paribas Call 32 WY 17.01.2025/  DE000PE84233  /

EUWAX
2024-07-30  8:10:53 AM Chg.-0.030 Bid10:05:28 AM Ask10:05:28 AM Underlying Strike price Expiration date Option type
0.190EUR -13.64% 0.190
Bid Size: 37,300
0.210
Ask Size: 37,300
Weyerhaeuser Company 32.00 - 2025-01-17 Call
 

Master data

WKN: PE8423
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.45
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.20
Parity: -0.31
Time value: 0.20
Break-even: 34.00
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.42
Theta: -0.01
Omega: 6.10
Rho: 0.05
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.75%
1 Month  
+143.59%
3 Months
  -24.00%
YTD
  -64.81%
1 Year
  -65.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.140
1M High / 1M Low: 0.220 0.052
6M High / 6M Low: 0.550 0.052
High (YTD): 2024-03-28 0.550
Low (YTD): 2024-07-04 0.052
52W High: 2023-07-31 0.580
52W Low: 2024-07-04 0.052
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.287
Avg. volume 6M:   0.000
Avg. price 1Y:   0.345
Avg. volume 1Y:   0.000
Volatility 1M:   379.26%
Volatility 6M:   189.85%
Volatility 1Y:   156.79%
Volatility 3Y:   -