BNP Paribas Call 150 AP2 17.01.2025
/ DE000PE89XX2
BNP Paribas Call 150 AP2 17.01.20.../ DE000PE89XX2 /
| 2024-05-03 8:40:58 AM |
Chg.+0.28 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.60EUR |
+5.26% |
-
Bid Size: - |
-
Ask Size: - |
APPLIED MATERIALS IN... |
150.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PE89XX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
APPLIED MATERIALS INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.29 |
| Intrinsic value: |
3.44 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.31 |
| Parity: |
3.44 |
| Time value: |
2.10 |
| Break-even: |
205.40 |
| Moneyness: |
1.23 |
| Premium: |
0.11 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
0.76 |
| Theta: |
-0.06 |
| Omega: |
2.54 |
| Rho: |
0.61 |
Quote data
| Open: |
5.60 |
| High: |
5.60 |
| Low: |
5.60 |
| Previous Close: |
5.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.18% |
| 1 Month |
|
|
-9.82% |
| 3 Months |
|
|
+65.68% |
| YTD |
|
|
+76.66% |
| 1 Year |
|
|
+374.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.18 |
5.32 |
| 1M High / 1M Low: |
6.87 |
4.91 |
| 6M High / 6M Low: |
6.97 |
2.04 |
| High (YTD): |
2024-02-16 |
6.97 |
| Low (YTD): |
2024-01-05 |
2.28 |
| 52W High: |
2024-02-16 |
6.97 |
| 52W Low: |
2023-05-03 |
1.18 |
| Avg. price 1W: |
|
5.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.23 |
| Avg. volume 6M: |
|
1.69 |
| Avg. price 1Y: |
|
3.21 |
| Avg. volume 1Y: |
|
5.39 |
| Volatility 1M: |
|
94.41% |
| Volatility 6M: |
|
122.70% |
| Volatility 1Y: |
|
115.22% |
| Volatility 3Y: |
|
- |
