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BNP Paribas Call 40 WY 20.12.2024/  DE000PE842Y3  /

Frankfurt Zert./BNP
2024-05-17  5:20:58 PM Chg.-0.004 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.025EUR -13.79% 0.025
Bid Size: 43,600		 0.041
Ask Size: 43,600		 Weyerhaeuser Company 40.00 - 2024-12-20 Call
 

Master data

WKN: PE842Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 69.82
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.19
Parity: -1.14
Time value: 0.04
Break-even: 40.41
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.79
Spread abs.: 0.01
Spread %: 46.43%
Delta: 0.13
Theta: 0.00
Omega: 8.96
Rho: 0.02
 

Quote data

Open: 0.028
High: 0.028
Low: 0.025
Previous Close: 0.029
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month
  -51.92%
3 Months
  -71.91%
YTD
  -85.29%
1 Year
  -82.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.029 0.026
1M High / 1M Low: 0.052 0.026
6M High / 6M Low: 0.170 0.026
High (YTD): 2024-01-02 0.170
Low (YTD): 2024-05-10 0.026
52W High: 2023-07-26 0.250
52W Low: 2024-05-10 0.026
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   0.096
Avg. volume 6M:   0.000
Avg. price 1Y:   0.122
Avg. volume 1Y:   0.000
Volatility 1M:   140.62%
Volatility 6M:   200.46%
Volatility 1Y:   175.31%
Volatility 3Y:   -