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BNP Paribas Call 28 WY 20.12.2024/  DE000PE842T3  /

Frankfurt Zert./BNP
2024-06-10  9:50:24 PM Chg.-0.010 Bid9:55:58 PM Ask9:55:58 PM Underlying Strike price Expiration date Option type
0.290EUR -3.33% 0.300
Bid Size: 13,300		 0.310
Ask Size: 13,300		 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: 0.270
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.12%
1 Month
  -32.56%
3 Months
  -61.33%
YTD
  -62.82%
1 Year
  -43.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.300
1M High / 1M Low: 0.440 0.300
6M High / 6M Low: 0.820 0.300
High (YTD): 2024-03-27 0.820
Low (YTD): 2024-06-07 0.300
52W High: 2024-03-27 0.820
52W Low: 2024-06-07 0.300
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   0.596
Avg. volume 6M:   0.000
Avg. price 1Y:   0.603
Avg. volume 1Y:   0.000
Volatility 1M:   87.50%
Volatility 6M:   85.44%
Volatility 1Y:   80.21%
Volatility 3Y:   -