OverviewChartNewsTraderScreen

BNP Paribas Call 28 WY 20.12.2024/  DE000PE842T3  /

EUWAX
2024-05-17  8:10:28 AM Chg.-0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.430EUR -4.44% -
Bid Size: -		 -
Ask Size: -		 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: 6.52
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.07
Implied volatility: 0.43
Historic volatility: 0.19
Parity: 0.07
Time value: 0.37
Break-even: 32.40
Moneyness: 1.02
Premium: 0.13
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.62
Theta: -0.01
Omega: 4.04
Rho: 0.08
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.27%
1 Month
  -12.24%
3 Months
  -30.65%
YTD
  -44.87%
1 Year
  -20.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.430
1M High / 1M Low: 0.510 0.390
6M High / 6M Low: 0.820 0.390
High (YTD): 2024-03-28 0.820
Low (YTD): 2024-05-02 0.390
52W High: 2024-03-28 0.820
52W Low: 2024-05-02 0.390
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.452
Avg. volume 1M:   0.000
Avg. price 6M:   0.624
Avg. volume 6M:   0.000
Avg. price 1Y:   0.613
Avg. volume 1Y:   0.000
Volatility 1M:   92.05%
Volatility 6M:   87.95%
Volatility 1Y:   83.96%
Volatility 3Y:   -