BNP Paribas Call 42 WY 20.12.2024/  DE000PE842Z0  /

Frankfurt Zert./BNP
2024-06-07  4:20:11 PM Chg.-0.001 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.005EUR -16.67% 0.005
Bid Size: 88,800
0.091
Ask Size: 88,800
Weyerhaeuser Company 42.00 - 2024-12-20 Call
 

Master data

WKN: PE842Z
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.03
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.19
Parity: -1.47
Time value: 0.09
Break-even: 42.91
Moneyness: 0.65
Premium: 0.57
Premium p.a.: 1.32
Spread abs.: 0.09
Spread %: 1,416.67%
Delta: 0.19
Theta: -0.01
Omega: 5.65
Rho: 0.02
 

Quote data

Open: 0.006
High: 0.006
Low: 0.005
Previous Close: 0.006
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -70.59%
3 Months
  -93.98%
YTD
  -96.15%
1 Year
  -94.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.004
1M High / 1M Low: 0.017 0.004
6M High / 6M Low: 0.130 0.004
High (YTD): 2024-01-02 0.120
Low (YTD): 2024-06-05 0.004
52W High: 2023-07-31 0.190
52W Low: 2024-06-05 0.004
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.058
Avg. volume 6M:   0.000
Avg. price 1Y:   0.083
Avg. volume 1Y:   0.000
Volatility 1M:   320.44%
Volatility 6M:   264.33%
Volatility 1Y:   220.57%
Volatility 3Y:   -