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BNP Paribas Call 32 WY 20.12.2024/  DE000PE842V9  /

EUWAX
2024-05-24  8:10:27 AM Chg.-0.020 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.160EUR -11.11% -
Bid Size: -		 -
Ask Size: -		 Weyerhaeuser Company 32.00 - 2024-12-20 Call
 

Master data

WKN: PE842V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.38
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.19
Parity: -0.42
Time value: 0.17
Break-even: 33.70
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.38
Theta: -0.01
Omega: 6.21
Rho: 0.05
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -38.46%
3 Months
  -54.29%
YTD
  -69.81%
1 Year
  -42.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.160
1M High / 1M Low: 0.230 0.160
6M High / 6M Low: 0.540 0.160
High (YTD): 2024-03-28 0.540
Low (YTD): 2024-05-24 0.160
52W High: 2023-07-25 0.580
52W Low: 2024-05-24 0.160
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.207
Avg. volume 1M:   0.000
Avg. price 6M:   0.375
Avg. volume 6M:   0.000
Avg. price 1Y:   0.387
Avg. volume 1Y:   0.000
Volatility 1M:   120.90%
Volatility 6M:   119.75%
Volatility 1Y:   110.03%
Volatility 3Y:   -