BNP Paribas Call 32 WY 17.01.2025/  DE000PE84233  /

EUWAX
2024-06-03  8:10:06 AM Chg.+0.020 Bid10:05:28 AM Ask10:05:28 AM Underlying Strike price Expiration date Option type
0.170EUR +13.33% 0.170
Bid Size: 11,500
0.190
Ask Size: 11,500
Weyerhaeuser Company 32.00 - 2025-01-17 Call
 

Master data

WKN: PE8423
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.37
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.20
Parity: -0.43
Time value: 0.18
Break-even: 33.80
Moneyness: 0.86
Premium: 0.22
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.38
Theta: -0.01
Omega: 5.91
Rho: 0.06
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -29.17%
3 Months
  -63.83%
YTD
  -68.52%
1 Year
  -46.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.130
1M High / 1M Low: 0.240 0.130
6M High / 6M Low: 0.550 0.130
High (YTD): 2024-03-28 0.550
Low (YTD): 2024-05-30 0.130
52W High: 2023-07-25 0.590
52W Low: 2024-05-30 0.130
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.385
Avg. volume 6M:   0.000
Avg. price 1Y:   0.400
Avg. volume 1Y:   0.000
Volatility 1M:   118.19%
Volatility 6M:   120.95%
Volatility 1Y:   109.49%
Volatility 3Y:   -