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BNP Paribas Call 30 WY 20.12.2024/  DE000PE842U1  /

Frankfurt Zert./BNP
2024-06-14  9:50:25 PM Chg.0.000 Bid2024-06-14 Ask2024-06-14 Underlying Strike price Expiration date Option type
0.170EUR 0.00% 0.170
Bid Size: 12,600		 0.180
Ask Size: 12,600		 Weyerhaeuser Company 30.00 - 2024-12-20 Call
 

Master data

WKN: PE842U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.05
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.20
Parity: -0.29
Time value: 0.18
Break-even: 31.80
Moneyness: 0.90
Premium: 0.17
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.42
Theta: -0.01
Omega: 6.29
Rho: 0.05
 

Quote data

Open: 0.170
High: 0.170
Low: 0.150
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -43.33%
3 Months
  -70.18%
YTD
  -73.85%
1 Year
  -63.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.170
1M High / 1M Low: 0.300 0.170
6M High / 6M Low: 0.670 0.170
High (YTD): 2024-03-27 0.670
Low (YTD): 2024-06-14 0.170
52W High: 2023-07-25 0.690
52W Low: 2024-06-14 0.170
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.223
Avg. volume 1M:   0.000
Avg. price 6M:   0.459
Avg. volume 6M:   0.000
Avg. price 1Y:   0.479
Avg. volume 1Y:   0.000
Volatility 1M:   107.62%
Volatility 6M:   84.52%
Volatility 1Y:   92.96%
Volatility 3Y:   -