BNP Paribas Call 32 WY 20.12.2024/  DE000PE842V9  /

EUWAX
2024-05-31  12:36:54 PM Chg.+0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.140EUR +16.67% -
Bid Size: -
-
Ask Size: -
Weyerhaeuser Company 32.00 - 2024-12-20 Call
 

Master data

WKN: PE842V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.30
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.20
Parity: -0.43
Time value: 0.16
Break-even: 33.60
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.37
Theta: -0.01
Omega: 6.35
Rho: 0.05
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -39.13%
3 Months
  -69.57%
YTD
  -73.58%
1 Year
  -51.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.220 0.120
6M High / 6M Low: 0.540 0.120
High (YTD): 2024-03-28 0.540
Low (YTD): 2024-05-30 0.120
52W High: 2023-07-25 0.580
52W Low: 2024-05-30 0.120
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.190
Avg. volume 1M:   0.000
Avg. price 6M:   0.368
Avg. volume 6M:   0.000
Avg. price 1Y:   0.384
Avg. volume 1Y:   0.000
Volatility 1M:   139.04%
Volatility 6M:   125.11%
Volatility 1Y:   112.89%
Volatility 3Y:   -