BNP Paribas Call 42 WY 20.12.2024/  DE000PE842Z0  /

Frankfurt Zert./BNP
2024-05-31  9:50:32 PM Chg.0.000 Bid2024-05-31 Ask2024-05-31 Underlying Strike price Expiration date Option type
0.007EUR 0.00% 0.007
Bid Size: 41,300
0.091
Ask Size: 41,300
Weyerhaeuser Company 42.00 - 2024-12-20 Call
 

Master data

WKN: PE842Z
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 42.00 -
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: 0.50
Historic volatility: 0.20
Parity: -1.43
Time value: 0.09
Break-even: 42.91
Moneyness: 0.66
Premium: 0.55
Premium p.a.: 1.21
Spread abs.: 0.08
Spread %: 1,200.00%
Delta: 0.19
Theta: -0.01
Omega: 5.76
Rho: 0.02
 

Quote data

Open: 0.007
High: 0.008
Low: 0.006
Previous Close: 0.007
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -56.25%
3 Months
  -93.00%
YTD
  -94.62%
1 Year
  -91.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.005
1M High / 1M Low: 0.017 0.005
6M High / 6M Low: 0.130 0.005
High (YTD): 2024-01-02 0.120
Low (YTD): 2024-05-29 0.005
52W High: 2023-07-31 0.190
52W Low: 2024-05-29 0.005
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.060
Avg. volume 6M:   0.000
Avg. price 1Y:   0.084
Avg. volume 1Y:   0.000
Volatility 1M:   257.73%
Volatility 6M:   253.49%
Volatility 1Y:   214.44%
Volatility 3Y:   -