BNP Paribas Call 145 AP2 21.06.2024
/ DE000PE599C5
BNP Paribas Call 145 AP2 21.06.20.../ DE000PE599C5 /
| 4/16/2024 9:50:24 PM |
Chg.+0.460 |
Bid9:59:51 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.290EUR |
+7.89% |
-
Bid Size: - |
-
Ask Size: - |
APPLIED MATERIALS IN... |
145.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PE599C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
APPLIED MATERIALS INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
12/2/2022 |
| Last trading day: |
4/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.53 |
| Intrinsic value: |
5.47 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.31 |
| Parity: |
5.47 |
| Time value: |
0.34 |
| Break-even: |
203.10 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
-0.42 |
| Spread %: |
-6.74% |
| Delta: |
0.90 |
| Theta: |
-0.14 |
| Omega: |
3.11 |
| Rho: |
0.12 |
Quote data
| Open: |
5.820 |
| High: |
6.290 |
| Low: |
5.760 |
| Previous Close: |
5.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+16.70% |
| YTD |
|
|
+144.75% |
| 1 Year |
|
|
+442.24% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.290 |
6.290 |
| 6M High / 6M Low: |
6.470 |
1.560 |
| High (YTD): |
4/11/2024 |
6.470 |
| Low (YTD): |
1/10/2024 |
1.620 |
| 52W High: |
4/11/2024 |
6.470 |
| 52W Low: |
10/30/2023 |
1.140 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.730 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.677 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
144.45% |
| Volatility 1Y: |
|
142.73% |
| Volatility 3Y: |
|
- |
