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BNP Paribas Call 130 AP2 17.01.20.../  DE000PE89XV6  /

EUWAX
23/05/2024  08:41:37 Chg.+0.18 Bid14:34:19 Ask14:34:19 Underlying Strike price Expiration date Option type
8.93EUR +2.06% 9.21
Bid Size: 2,900		 -
Ask Size: -		 APPLIED MATERIALS IN... 130.00 - 17/01/2025 Call
 

Master data

WKN: PE89XV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.32
Leverage: Yes

Calculated values

Fair value: 7.52
Intrinsic value: 7.15
Implied volatility: 0.75
Historic volatility: 0.31
Parity: 7.15
Time value: 1.52
Break-even: 216.70
Moneyness: 1.55
Premium: 0.08
Premium p.a.: 0.12
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.86
Theta: -0.07
Omega: 1.99
Rho: 0.56
 

Quote data

Open: 8.93
High: 8.93
Low: 8.93
Previous Close: 8.75
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.08%
1 Month  
+40.41%
3 Months  
+21.83%
YTD  
+106.71%
1 Year  
+283.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.77 8.04
1M High / 1M Low: 8.77 6.36
6M High / 6M Low: 8.77 3.17
High (YTD): 21/05/2024 8.77
Low (YTD): 05/01/2024 3.29
52W High: 21/05/2024 8.77
52W Low: 24/05/2023 2.15
Avg. price 1W:   8.45
Avg. volume 1W:   0.00
Avg. price 1M:   7.67
Avg. volume 1M:   0.00
Avg. price 6M:   6.01
Avg. volume 6M:   0.00
Avg. price 1Y:   4.59
Avg. volume 1Y:   0.00
Volatility 1M:   80.80%
Volatility 6M:   100.23%
Volatility 1Y:   96.97%
Volatility 3Y:   -