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BNP Paribas Call 32 WY 20.12.2024/  DE000PE842V9  /

EUWAX
07/06/2024  08:10:26 Chg.+0.010 Bid14:33:21 Ask14:33:21 Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.130
Bid Size: 12,500		 0.150
Ask Size: 12,500		 Weyerhaeuser Company 32.00 - 20/12/2024 Call
 

Master data

WKN: PE842V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 20/12/2024
Issue date: 14/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.52
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.19
Parity: -0.47
Time value: 0.14
Break-even: 33.40
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.34
Theta: -0.01
Omega: 6.66
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -40.91%
3 Months
  -72.34%
YTD
  -75.47%
1 Year
  -58.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.220 0.120
6M High / 6M Low: 0.540 0.120
High (YTD): 28/03/2024 0.540
Low (YTD): 06/06/2024 0.120
52W High: 25/07/2023 0.580
52W Low: 06/06/2024 0.120
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.178
Avg. volume 1M:   0.000
Avg. price 6M:   0.362
Avg. volume 6M:   0.000
Avg. price 1Y:   0.381
Avg. volume 1Y:   0.000
Volatility 1M:   141.08%
Volatility 6M:   128.46%
Volatility 1Y:   114.29%
Volatility 3Y:   -