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BNP Paribas Call 32 WY 20.12.2024/  DE000PE842V9  /

Frankfurt Zert./BNP
7/5/2024  9:50:29 PM Chg.-0.001 Bid9:57:18 PM Ask9:57:18 PM Underlying Strike price Expiration date Option type
0.050EUR -1.96% 0.051
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Weyerhaeuser Company 32.00 - 12/20/2024 Call
 

Master data

WKN: PE842V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 12/20/2024
Issue date: 2/14/2023
Last trading day: 12/19/2024
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: 0.40
Historic volatility: 0.19
Parity: -0.67
Time value: 0.09
Break-even: 32.91
Moneyness: 0.79
Premium: 0.30
Premium p.a.: 0.77
Spread abs.: 0.04
Spread %: 78.43%
Delta: 0.25
Theta: -0.01
Omega: 7.02
Rho: 0.03
 

Quote data

Open: 0.051
High: 0.052
Low: 0.043
Previous Close: 0.051
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -29.58%
1 Month
  -58.33%
3 Months
  -88.89%
YTD
  -90.38%
1 Year
  -90.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.040
1M High / 1M Low: 0.120 0.040
6M High / 6M Low: 0.540 0.040
High (YTD): 3/27/2024 0.540
Low (YTD): 7/3/2024 0.040
52W High: 7/25/2023 0.580
52W Low: 7/3/2024 0.040
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.303
Avg. volume 6M:   0.000
Avg. price 1Y:   0.353
Avg. volume 1Y:   0.000
Volatility 1M:   198.08%
Volatility 6M:   128.59%
Volatility 1Y:   119.82%
Volatility 3Y:   -