BNP Paribas Call 35 WY 20.12.2024
/ DE000PE842W7
BNP Paribas Call 35 WY 20.12.2024/ DE000PE842W7 /
10/10/2024 12:50:43 |
Chg.-0.003 |
Bid13:04:02 |
Ask13:04:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.067EUR |
-4.29% |
0.066 Bid Size: 26,500 |
0.091 Ask Size: 26,500 |
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: |
33.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.21 |
Parity: |
-0.48 |
Time value: |
0.09 |
Break-even: |
35.91 |
Moneyness: |
0.86 |
Premium: |
0.19 |
Premium p.a.: |
1.43 |
Spread abs.: |
0.02 |
Spread %: |
33.82% |
Delta: |
0.27 |
Theta: |
-0.01 |
Omega: |
9.03 |
Rho: |
0.01 |
Quote data
Open: |
0.066 |
High: |
0.067 |
Low: |
0.066 |
Previous Close: |
0.070 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.29% |
1 Month |
|
|
+63.41% |
3 Months |
|
|
+235.00% |
YTD |
|
|
-81.39% |
1 Year |
|
|
-66.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.074 |
0.068 |
1M High / 1M Low: |
0.110 |
0.039 |
6M High / 6M Low: |
0.260 |
0.011 |
High (YTD): |
27/03/2024 |
0.360 |
Low (YTD): |
03/07/2024 |
0.011 |
52W High: |
27/03/2024 |
0.360 |
52W Low: |
03/07/2024 |
0.011 |
Avg. price 1W: |
|
0.071 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.082 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.072 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.158 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
321.31% |
Volatility 6M: |
|
287.68% |
Volatility 1Y: |
|
229.07% |
Volatility 3Y: |
|
- |