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BNP Paribas Call 32 WY 20.12.2024/  DE000PE842V9  /

Frankfurt Zert./BNP
9/6/2024  6:20:25 PM Chg.0.000 Bid6:24:30 PM Ask6:24:30 PM Underlying Strike price Expiration date Option type
0.100EUR 0.00% 0.110
Bid Size: 62,200		 0.120
Ask Size: 62,200		 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: 24.68
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.20
Parity: -0.48
Time value: 0.11
Break-even: 33.10
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.99
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.30
Theta: -0.01
Omega: 7.41
Rho: 0.02
 

Quote data

Open: 0.080
High: 0.110
Low: 0.080
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -47.37%
3 Months
  -28.57%
YTD
  -80.77%
1 Year
  -77.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.100
1M High / 1M Low: 0.190 0.083
6M High / 6M Low: 0.540 0.040
High (YTD): 3/27/2024 0.540
Low (YTD): 7/3/2024 0.040
52W High: 3/27/2024 0.540
52W Low: 7/3/2024 0.040
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.210
Avg. volume 6M:   0.000
Avg. price 1Y:   0.287
Avg. volume 1Y:   0.000
Volatility 1M:   197.71%
Volatility 6M:   198.08%
Volatility 1Y:   164.35%
Volatility 3Y:   -