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BNP Paribas Call 35 WY 20.12.2024/  DE000PE842W7  /

Frankfurt Zert./BNP
2024-05-31  9:50:43 PM Chg.+0.006 Bid9:57:28 PM Ask9:57:28 PM Underlying Strike price Expiration date Option type
0.066EUR +10.00% 0.068
Bid Size: 15,200		 0.091
Ask Size: 15,200		 Weyerhaeuser Company 35.00 - 2024-12-20 Call
 

Master data

WKN: PE842W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.42
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.20
Parity: -0.73
Time value: 0.09
Break-even: 35.91
Moneyness: 0.79
Premium: 0.30
Premium p.a.: 0.60
Spread abs.: 0.02
Spread %: 33.82%
Delta: 0.24
Theta: -0.01
Omega: 7.39
Rho: 0.03
 

Quote data

Open: 0.061
High: 0.066
Low: 0.059
Previous Close: 0.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month
  -34.00%
3 Months
  -80.00%
YTD
  -81.67%
1 Year
  -67.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.055
1M High / 1M Low: 0.110 0.055
6M High / 6M Low: 0.360 0.055
High (YTD): 2024-03-27 0.360
Low (YTD): 2024-05-29 0.055
52W High: 2023-07-26 0.430
52W Low: 2024-05-29 0.055
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.230
Avg. volume 6M:   0.000
Avg. price 1Y:   0.254
Avg. volume 1Y:   0.000
Volatility 1M:   132.58%
Volatility 6M:   142.70%
Volatility 1Y:   130.83%
Volatility 3Y:   -