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BNP Paribas Call 32 WY 20.12.2024/  DE000PE842V9  /

Frankfurt Zert./BNP
10/06/2024  14:50:46 Chg.0.000 Bid10/06/2024 Ask10/06/2024 Underlying Strike price Expiration date Option type
0.120EUR 0.00% 0.120
Bid Size: 12,800		 0.140
Ask Size: 12,800		 Weyerhaeuser Company 32.00 - 20/12/2024 Call
 

Master data

WKN: PE842V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 20/12/2024
Issue date: 14/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.95
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.20
Parity: -0.48
Time value: 0.13
Break-even: 33.30
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.33
Theta: -0.01
Omega: 6.91
Rho: 0.04
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -42.86%
3 Months
  -75.51%
YTD
  -76.92%
1 Year
  -62.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.220 0.120
6M High / 6M Low: 0.540 0.120
High (YTD): 27/03/2024 0.540
Low (YTD): 07/06/2024 0.120
52W High: 25/07/2023 0.580
52W Low: 07/06/2024 0.120
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   0.359
Avg. volume 6M:   0.000
Avg. price 1Y:   0.380
Avg. volume 1Y:   0.000
Volatility 1M:   137.34%
Volatility 6M:   124.43%
Volatility 1Y:   110.47%
Volatility 3Y:   -