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BNP Paribas Call 35 WY 20.12.2024/  DE000PE842W7  /

Frankfurt Zert./BNP
31/07/2024  09:21:15 Chg.-0.004 Bid09:33:13 Ask09:33:13 Underlying Strike price Expiration date Option type
0.086EUR -4.44% 0.085
Bid Size: 20,200		 0.110
Ask Size: 20,200		 Weyerhaeuser Company 35.00 - 20/12/2024 Call
 

Master data

WKN: PE842W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 20/12/2024
Issue date: 14/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.76
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.20
Parity: -0.61
Time value: 0.09
Break-even: 35.91
Moneyness: 0.83
Premium: 0.24
Premium p.a.: 0.74
Spread abs.: 0.02
Spread %: 22.97%
Delta: 0.26
Theta: -0.01
Omega: 8.11
Rho: 0.03
 

Quote data

Open: 0.085
High: 0.086
Low: 0.085
Previous Close: 0.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+75.51%
1 Month  
+196.55%
3 Months
  -14.00%
YTD
  -76.11%
1 Year
  -79.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.049
1M High / 1M Low: 0.090 0.011
6M High / 6M Low: 0.360 0.011
High (YTD): 27/03/2024 0.360
Low (YTD): 03/07/2024 0.011
52W High: 31/07/2023 0.420
52W Low: 03/07/2024 0.011
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.156
Avg. volume 6M:   0.000
Avg. price 1Y:   0.208
Avg. volume 1Y:   0.000
Volatility 1M:   503.28%
Volatility 6M:   248.52%
Volatility 1Y:   199.51%
Volatility 3Y:   -