BNP Paribas Call 32 WY 21.06.2024/  DE000PC1MCB5  /

EUWAX
16/05/2024  09:22:18 Chg.+0.007 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.048EUR +17.07% -
Bid Size: -
-
Ask Size: -
Weyerhaeuser Company 32.00 USD 21/06/2024 Call
 

Master data

WKN: PC1MCB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 32.00 USD
Maturity: 21/06/2024
Issue date: 11/12/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.82
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -0.06
Time value: 0.06
Break-even: 29.98
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 20.41%
Delta: 0.42
Theta: -0.01
Omega: 20.52
Rho: 0.01
 

Quote data

Open: 0.048
High: 0.048
Low: 0.048
Previous Close: 0.041
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.73%
1 Month
  -73.33%
3 Months
  -81.54%
YTD
  -88.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.037
1M High / 1M Low: 0.180 0.034
6M High / 6M Low: - -
High (YTD): 25/03/2024 0.420
Low (YTD): 02/05/2024 0.034
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   402.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -