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BNP Paribas Call 30 WY 20.12.2024/  DE000PE842U1  /

Frankfurt Zert./BNP
2024-05-31  9:50:33 PM Chg.+0.020 Bid9:52:51 PM Ask9:52:51 PM Underlying Strike price Expiration date Option type
0.230EUR +9.52% 0.240
Bid Size: 12,100		 0.250
Ask Size: 12,100		 Weyerhaeuser Company 30.00 - 2024-12-20 Call
 

Master data

WKN: PE842U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.07
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.20
Parity: -0.23
Time value: 0.25
Break-even: 32.50
Moneyness: 0.92
Premium: 0.17
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.48
Theta: -0.01
Omega: 5.26
Rho: 0.06
 

Quote data

Open: 0.220
High: 0.230
Low: 0.210
Previous Close: 0.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -25.81%
3 Months
  -62.90%
YTD
  -64.62%
1 Year
  -39.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.200
1M High / 1M Low: 0.320 0.200
6M High / 6M Low: 0.670 0.200
High (YTD): 2024-03-27 0.670
Low (YTD): 2024-05-29 0.200
52W High: 2023-07-25 0.690
52W Low: 2024-05-29 0.200
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.282
Avg. volume 1M:   0.000
Avg. price 6M:   0.478
Avg. volume 6M:   0.000
Avg. price 1Y:   0.487
Avg. volume 1Y:   0.000
Volatility 1M:   94.17%
Volatility 6M:   97.71%
Volatility 1Y:   91.41%
Volatility 3Y:   -