BNP Paribas Call 32 WY 20.09.2024/  DE000PC9P942  /

EUWAX
2024-05-31  9:45:24 AM Chg.+0.015 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.074EUR +25.42% -
Bid Size: -
-
Ask Size: -
Weyerhaeuser Company 32.00 USD 2024-09-20 Call
 

Master data

WKN: PC9P94
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 32.00 USD
Maturity: 2024-09-20
Issue date: 2024-05-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.25
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -0.18
Time value: 0.10
Break-even: 30.48
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 11.36%
Delta: 0.38
Theta: -0.01
Omega: 10.85
Rho: 0.03
 

Quote data

Open: 0.074
High: 0.074
Low: 0.074
Previous Close: 0.059
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.94%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.059
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -