BNP Paribas Call 32 WY 20.12.2024/  DE000PE842V9  /

EUWAX
6/28/2024  8:10:56 AM Chg.+0.002 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.064EUR +3.23% -
Bid Size: -
-
Ask Size: -
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: 29.12
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.19
Parity: -0.55
Time value: 0.09
Break-even: 32.91
Moneyness: 0.83
Premium: 0.24
Premium p.a.: 0.58
Spread abs.: 0.02
Spread %: 24.66%
Delta: 0.27
Theta: -0.01
Omega: 7.84
Rho: 0.03
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.062
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.95%
1 Month
  -50.77%
3 Months
  -88.15%
YTD
  -87.92%
1 Year
  -87.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.062
1M High / 1M Low: 0.160 0.062
6M High / 6M Low: 0.540 0.062
High (YTD): 3/28/2024 0.540
Low (YTD): 6/27/2024 0.062
52W High: 7/25/2023 0.580
52W Low: 6/27/2024 0.062
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.325
Avg. volume 6M:   0.000
Avg. price 1Y:   0.366
Avg. volume 1Y:   0.000
Volatility 1M:   174.18%
Volatility 6M:   118.76%
Volatility 1Y:   117.87%
Volatility 3Y:   -