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BNP Paribas Call 30 WY 20.12.2024/  DE000PE842U1  /

EUWAX
2024-05-27  8:09:57 AM Chg.0.000 Bid7:02:57 PM Ask7:02:57 PM Underlying Strike price Expiration date Option type
0.240EUR 0.00% 0.250
Bid Size: 12,100		 0.270
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: 11.14
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.20
Parity: -0.22
Time value: 0.25
Break-even: 32.50
Moneyness: 0.93
Premium: 0.17
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.48
Theta: -0.01
Omega: 5.36
Rho: 0.06
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -33.33%
3 Months
  -48.94%
YTD
  -63.08%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.240
1M High / 1M Low: 0.330 0.240
6M High / 6M Low: 0.670 0.240
High (YTD): 2024-03-28 0.670
Low (YTD): 2024-05-24 0.240
52W High: 2023-07-25 0.690
52W Low: 2024-05-24 0.240
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.305
Avg. volume 1M:   0.000
Avg. price 6M:   0.490
Avg. volume 6M:   0.000
Avg. price 1Y:   0.493
Avg. volume 1Y:   0.000
Volatility 1M:   110.94%
Volatility 6M:   101.68%
Volatility 1Y:   97.23%
Volatility 3Y:   -