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BNP Paribas Call 28 WY 20.12.2024/  DE000PE842T3  /

Frankfurt Zert./BNP
6/14/2024  9:50:26 PM Chg.0.000 Bid6/14/2024 Ask6/14/2024 Underlying Strike price Expiration date Option type
0.270EUR 0.00% 0.270
Bid Size: 13,300		 0.280
Ask Size: 13,300		 Weyerhaeuser Company 28.00 - 12/20/2024 Call
 

Master data

WKN: PE842T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 12/20/2024
Issue date: 2/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.68
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.20
Parity: -0.09
Time value: 0.28
Break-even: 30.80
Moneyness: 0.97
Premium: 0.14
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.53
Theta: -0.01
Omega: 5.17
Rho: 0.06
 

Quote data

Open: 0.270
High: 0.270
Low: 0.250
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month
  -37.21%
3 Months
  -61.43%
YTD
  -65.38%
1 Year
  -51.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.270
1M High / 1M Low: 0.430 0.270
6M High / 6M Low: 0.820 0.270
High (YTD): 3/27/2024 0.820
Low (YTD): 6/14/2024 0.270
52W High: 3/27/2024 0.820
52W Low: 6/14/2024 0.270
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.332
Avg. volume 1M:   0.000
Avg. price 6M:   0.584
Avg. volume 6M:   0.000
Avg. price 1Y:   0.598
Avg. volume 1Y:   0.000
Volatility 1M:   85.59%
Volatility 6M:   73.27%
Volatility 1Y:   80.14%
Volatility 3Y:   -