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BNP Paribas Call 35 WY 20.12.2024/  DE000PE842W7  /

Frankfurt Zert./BNP
2024-06-21  9:50:29 PM Chg.+0.002 Bid9:51:51 PM Ask9:51:51 PM Underlying Strike price Expiration date Option type
0.036EUR +5.88% 0.037
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Weyerhaeuser Company 35.00 - 2024-12-20 Call
 

Master data

WKN: PE842W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Weyerhaeuser Company
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-12-20
Issue date: 2023-02-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.83
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.20
Parity: -0.79
Time value: 0.09
Break-even: 35.91
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 0.76
Spread abs.: 0.05
Spread %: 145.95%
Delta: 0.24
Theta: -0.01
Omega: 7.04
Rho: 0.03
 

Quote data

Open: 0.033
High: 0.037
Low: 0.032
Previous Close: 0.034
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -50.68%
3 Months
  -89.41%
YTD
  -90.00%
1 Year
  -85.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.031
1M High / 1M Low: 0.073 0.031
6M High / 6M Low: 0.360 0.031
High (YTD): 2024-03-27 0.360
Low (YTD): 2024-06-19 0.031
52W High: 2023-07-26 0.430
52W Low: 2024-06-19 0.031
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   0.205
Avg. volume 6M:   0.000
Avg. price 1Y:   0.244
Avg. volume 1Y:   0.000
Volatility 1M:   153.57%
Volatility 6M:   124.61%
Volatility 1Y:   133.84%
Volatility 3Y:   -