OverviewChartNewsTraderScreen

BNP Paribas Call 32 WY 17.01.2025/  DE000PE84233  /

Frankfurt Zert./BNP
2024-06-21  9:50:21 PM Chg.+0.010 Bid2024-06-21 Ask2024-06-21 Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.110
Bid Size: 39,300		 0.120
Ask Size: 39,300		 Weyerhaeuser Company 32.00 - 2025-01-17 Call
 

Master data

WKN: PE8423
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.62
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -0.49
Time value: 0.12
Break-even: 33.20
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.32
Theta: -0.01
Omega: 7.20
Rho: 0.04
 

Quote data

Open: 0.100
High: 0.110
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -38.89%
3 Months
  -79.25%
YTD
  -79.63%
1 Year
  -69.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.180 0.100
6M High / 6M Low: 0.550 0.100
High (YTD): 2024-03-27 0.550
Low (YTD): 2024-06-20 0.100
52W High: 2023-07-25 0.590
52W Low: 2024-06-20 0.100
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   0.350
Avg. volume 6M:   0.000
Avg. price 1Y:   0.385
Avg. volume 1Y:   0.000
Volatility 1M:   129.58%
Volatility 6M:   99.69%
Volatility 1Y:   105.89%
Volatility 3Y:   -