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BNP Paribas Call 32 WY 20.12.2024/  DE000PE842V9  /

EUWAX
17/05/2024  08:10:28 Chg.-0.010 Bid12:57:43 Ask12:57:43 Underlying Strike price Expiration date Option type
0.210EUR -4.55% 0.210
Bid Size: 11,300		 0.230
Ask Size: 11,300		 Weyerhaeuser Company 32.00 - 20/12/2024 Call
 

Master data

WKN: PE842V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 20/12/2024
Issue date: 14/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.01
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.19
Parity: -0.34
Time value: 0.22
Break-even: 34.20
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.43
Theta: -0.01
Omega: 5.61
Rho: 0.06
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month
  -30.00%
3 Months
  -47.50%
YTD
  -60.38%
1 Year
  -38.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.210
1M High / 1M Low: 0.300 0.190
6M High / 6M Low: 0.540 0.190
High (YTD): 28/03/2024 0.540
Low (YTD): 02/05/2024 0.190
52W High: 25/07/2023 0.580
52W Low: 02/05/2024 0.190
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.236
Avg. volume 1M:   0.000
Avg. price 6M:   0.382
Avg. volume 6M:   0.000
Avg. price 1Y:   0.390
Avg. volume 1Y:   0.000
Volatility 1M:   117.02%
Volatility 6M:   117.61%
Volatility 1Y:   109.27%
Volatility 3Y:   -