BNP Paribas Call 40 WY 20.12.2024/  DE000PE842Y3  /

EUWAX
2024-05-31  12:36:54 PM Chg.+0.004 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.014EUR +40.00% -
Bid Size: -
-
Ask Size: -
Weyerhaeuser Company 40.00 - 2024-12-20 Call
 

Master data

WKN: PE842Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.42
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.20
Parity: -1.23
Time value: 0.09
Break-even: 40.91
Moneyness: 0.69
Premium: 0.48
Premium p.a.: 1.03
Spread abs.: 0.08
Spread %: 506.67%
Delta: 0.20
Theta: -0.01
Omega: 6.09
Rho: 0.03
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month
  -39.13%
3 Months
  -88.33%
YTD
  -92.22%
1 Year
  -87.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.018 0.010
1M High / 1M Low: 0.031 0.010
6M High / 6M Low: 0.180 0.010
High (YTD): 2024-01-02 0.170
Low (YTD): 2024-05-30 0.010
52W High: 2023-07-31 0.250
52W Low: 2024-05-30 0.010
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   0.093
Avg. volume 6M:   0.000
Avg. price 1Y:   0.118
Avg. volume 1Y:   0.000
Volatility 1M:   250.48%
Volatility 6M:   220.29%
Volatility 1Y:   189.33%
Volatility 3Y:   -