OverviewChartNewsTraderScreen

BNP Paribas Call 30 WY 20.12.2024/  DE000PE842U1  /

EUWAX
2024-06-05  8:10:16 AM Chg.-0.010 Bid12:36:59 PM Ask12:36:59 PM Underlying Strike price Expiration date Option type
0.210EUR -4.55% 0.210
Bid Size: 12,300		 0.230
Ask Size: 12,300		 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: 12.90
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.19
Parity: -0.29
Time value: 0.21
Break-even: 32.10
Moneyness: 0.90
Premium: 0.19
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.44
Theta: -0.01
Omega: 5.65
Rho: 0.05
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -34.38%
3 Months
  -67.19%
YTD
  -67.69%
1 Year
  -43.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.190
1M High / 1M Low: 0.320 0.190
6M High / 6M Low: 0.670 0.190
High (YTD): 2024-03-28 0.670
Low (YTD): 2024-05-30 0.190
52W High: 2023-07-25 0.690
52W Low: 2024-05-30 0.190
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.278
Avg. volume 1M:   0.000
Avg. price 6M:   0.478
Avg. volume 6M:   0.000
Avg. price 1Y:   0.488
Avg. volume 1Y:   0.000
Volatility 1M:   126.07%
Volatility 6M:   108.26%
Volatility 1Y:   100.57%
Volatility 3Y:   -