BNP Paribas Call 35 WY 20.12.2024
/ DE000PE842W7
BNP Paribas Call 35 WY 20.12.2024/ DE000PE842W7 /
2024-06-03 11:21:16 AM |
Chg.+0.002 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.068EUR |
+3.03% |
0.068 Bid Size: 15,100 |
0.091 Ask Size: 15,100 |
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: |
30.41 |
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.: |
0.61 |
Spread abs.: |
0.02 |
Spread %: |
33.82% |
Delta: |
0.24 |
Theta: |
-0.01 |
Omega: |
7.38 |
Rho: |
0.03 |
Quote data
Open: |
0.069 |
High: |
0.070 |
Low: |
0.068 |
Previous Close: |
0.066 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.56% |
1 Month |
|
|
-38.18% |
3 Months |
|
|
-79.39% |
YTD |
|
|
-81.11% |
1 Year |
|
|
-67.62% |
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: |
|
0.091 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.230 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.255 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
135.81% |
Volatility 6M: |
|
143.25% |
Volatility 1Y: |
|
131.16% |
Volatility 3Y: |
|
- |