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BNP Paribas Call 35 WY 20.12.2024/  DE000PE842W7  /

EUWAX
2024-05-17  8:10:28 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Weyerhaeuser Company 35.00 - 2024-12-20 Call
 

Master data

WKN: PE842W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.07
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.19
Parity: -0.63
Time value: 0.11
Break-even: 36.10
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.28
Theta: -0.01
Omega: 7.31
Rho: 0.04
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -26.67%
3 Months
  -54.17%
YTD
  -70.27%
1 Year
  -59.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.100
1M High / 1M Low: 0.150 0.090
6M High / 6M Low: 0.370 0.090
High (YTD): 2024-03-28 0.360
Low (YTD): 2024-05-02 0.090
52W High: 2023-07-31 0.430
52W Low: 2024-05-02 0.090
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.242
Avg. volume 6M:   0.000
Avg. price 1Y:   0.261
Avg. volume 1Y:   0.000
Volatility 1M:   160.72%
Volatility 6M:   149.17%
Volatility 1Y:   137.62%
Volatility 3Y:   -