BNP Paribas Call 42 WY 20.12.2024/  DE000PE842Z0  /

Frankfurt Zert./BNP
7/30/2024  4:20:21 PM Chg.0.000 Bid4:25:23 PM Ask4:25:23 PM Underlying Strike price Expiration date Option type
0.006EUR 0.00% 0.007
Bid Size: 100,000
0.091
Ask Size: 100,000
Weyerhaeuser Company 42.00 - 12/20/2024 Call
 

Master data

WKN: PE842Z
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 12/20/2024
Issue date: 2/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.76
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.20
Parity: -1.31
Time value: 0.09
Break-even: 42.91
Moneyness: 0.69
Premium: 0.48
Premium p.a.: 1.74
Spread abs.: 0.09
Spread %: 1,720.00%
Delta: 0.19
Theta: -0.01
Omega: 6.11
Rho: 0.02
 

Quote data

Open: 0.005
High: 0.007
Low: 0.005
Previous Close: 0.006
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+50.00%
3 Months
  -57.14%
YTD
  -95.38%
1 Year
  -96.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.004
1M High / 1M Low: 0.009 0.001
6M High / 6M Low: 0.110 0.001
High (YTD): 1/2/2024 0.120
Low (YTD): 7/3/2024 0.001
52W High: 7/31/2023 0.190
52W Low: 7/3/2024 0.001
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.036
Avg. volume 6M:   0.000
Avg. price 1Y:   0.062
Avg. volume 1Y:   0.000
Volatility 1M:   895.85%
Volatility 6M:   642.10%
Volatility 1Y:   476.38%
Volatility 3Y:   -