BNP Paribas Call 32 WY 20.12.2024/  DE000PE842V9  /

EUWAX
05/08/2024  08:09:24 Chg.-0.020 Bid22:00:43 Ask22:00:43 Underlying Strike price Expiration date Option type
0.170EUR -10.53% -
Bid Size: -
-
Ask Size: -
Weyerhaeuser Company 32.00 - 20/12/2024 Call
 

Master data

WKN: PE842V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 20/12/2024
Issue date: 14/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.85
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.20
Parity: -0.29
Time value: 0.21
Break-even: 34.10
Moneyness: 0.91
Premium: 0.17
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.43
Theta: -0.01
Omega: 5.95
Rho: 0.04
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+233.33%
3 Months
  -22.73%
YTD
  -67.92%
1 Year
  -66.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.170
1M High / 1M Low: 0.200 0.047
6M High / 6M Low: 0.540 0.040
High (YTD): 28/03/2024 0.540
Low (YTD): 04/07/2024 0.040
52W High: 28/03/2024 0.540
52W Low: 04/07/2024 0.040
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.263
Avg. volume 6M:   0.000
Avg. price 1Y:   0.321
Avg. volume 1Y:   0.000
Volatility 1M:   377.46%
Volatility 6M:   204.93%
Volatility 1Y:   166.71%
Volatility 3Y:   -