BNP Paribas Call 28 WY 20.12.2024
/ DE000PE842T3
BNP Paribas Call 28 WY 20.12.2024/ DE000PE842T3 /
2024-06-07 8:10:26 AM |
Chg.+0.030 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
+10.00% |
- Bid Size: - |
- Ask Size: - |
Weyerhaeuser Company |
28.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PE842T |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Weyerhaeuser Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
28.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-14 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.19 |
Parity: |
-0.07 |
Time value: |
0.34 |
Break-even: |
31.40 |
Moneyness: |
0.98 |
Premium: |
0.15 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
3.03% |
Delta: |
0.56 |
Theta: |
-0.01 |
Omega: |
4.48 |
Rho: |
0.06 |
Quote data
Open: |
0.330 |
High: |
0.330 |
Low: |
0.330 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.13% |
1 Month |
|
|
-23.26% |
3 Months |
|
|
-54.17% |
YTD |
|
|
-57.69% |
1 Year |
|
|
-35.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.300 |
1M High / 1M Low: |
0.450 |
0.290 |
6M High / 6M Low: |
0.820 |
0.290 |
High (YTD): |
2024-03-28 |
0.820 |
Low (YTD): |
2024-05-30 |
0.290 |
52W High: |
2024-03-28 |
0.820 |
52W Low: |
2024-05-30 |
0.290 |
Avg. price 1W: |
|
0.326 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.381 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.601 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.605 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
106.17% |
Volatility 6M: |
|
95.70% |
Volatility 1Y: |
|
87.25% |
Volatility 3Y: |
|
- |