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BNP Paribas Call 28 WY 20.12.2024/  DE000PE842T3  /

EUWAX
2024-06-10  8:10:12 AM Chg.-0.030 Bid5:20:57 PM Ask5:20:57 PM Underlying Strike price Expiration date Option type
0.300EUR -9.09% 0.280
Bid Size: 26,600		 0.290
Ask Size: 26,600		 Weyerhaeuser Company 28.00 - 2024-12-20 Call
 

Master data

WKN: PE842T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.79
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.20
Parity: -0.08
Time value: 0.31
Break-even: 31.10
Moneyness: 0.97
Premium: 0.14
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.55
Theta: -0.01
Omega: 4.81
Rho: 0.06
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -31.82%
3 Months
  -58.33%
YTD
  -61.54%
1 Year
  -41.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.300
1M High / 1M Low: 0.450 0.290
6M High / 6M Low: 0.820 0.290
High (YTD): 2024-03-28 0.820
Low (YTD): 2024-05-30 0.290
52W High: 2024-03-28 0.820
52W Low: 2024-05-30 0.290
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.377
Avg. volume 1M:   0.000
Avg. price 6M:   0.602
Avg. volume 6M:   0.000
Avg. price 1Y:   0.606
Avg. volume 1Y:   0.000
Volatility 1M:   106.58%
Volatility 6M:   95.67%
Volatility 1Y:   87.59%
Volatility 3Y:   -