OverviewChartNewsTraderScreen

BNP Paribas Call 28 WY 20.12.2024/  DE000PE842T3  /

Frankfurt Zert./BNP
2024-05-31  9:50:32 PM Chg.+0.020 Bid9:51:23 PM Ask9:51:23 PM Underlying Strike price Expiration date Option type
0.340EUR +6.25% 0.350
Bid Size: 13,400		 0.360
Ask Size: 13,400		 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: 7.69
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.20
Parity: -0.03
Time value: 0.36
Break-even: 31.60
Moneyness: 0.99
Premium: 0.14
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.57
Theta: -0.01
Omega: 4.42
Rho: 0.07
 

Quote data

Open: 0.330
High: 0.340
Low: 0.320
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month
  -20.93%
3 Months
  -54.67%
YTD
  -56.41%
1 Year
  -29.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.310
1M High / 1M Low: 0.440 0.310
6M High / 6M Low: 0.820 0.310
High (YTD): 2024-03-27 0.820
Low (YTD): 2024-05-29 0.310
52W High: 2024-03-27 0.820
52W Low: 2024-05-29 0.310
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.399
Avg. volume 1M:   0.000
Avg. price 6M:   0.605
Avg. volume 6M:   0.000
Avg. price 1Y:   0.606
Avg. volume 1Y:   0.000
Volatility 1M:   72.30%
Volatility 6M:   83.42%
Volatility 1Y:   78.90%
Volatility 3Y:   -