OverviewChartNewsTraderScreen

BNP Paribas Call 32 WY 20.12.2024/  DE000PE842V9  /

Frankfurt Zert./BNP
7/30/2024  9:50:37 PM Chg.+0.020 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
0.200EUR +11.11% 0.190
Bid Size: 35,300		 0.200
Ask Size: 35,300		 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: 16.06
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.20
Parity: -0.31
Time value: 0.18
Break-even: 33.80
Moneyness: 0.90
Premium: 0.17
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.41
Theta: -0.01
Omega: 6.53
Rho: 0.04
 

Quote data

Open: 0.170
High: 0.200
Low: 0.170
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month  
+181.69%
3 Months  
+5.26%
YTD
  -61.54%
1 Year
  -64.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.120
1M High / 1M Low: 0.200 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: 7/31/2023 0.560
52W Low: 7/3/2024 0.040
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.265
Avg. volume 6M:   0.000
Avg. price 1Y:   0.325
Avg. volume 1Y:   0.000
Volatility 1M:   355.56%
Volatility 6M:   190.17%
Volatility 1Y:   154.92%
Volatility 3Y:   -