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BNP Paribas Call 160 AP2 17.01.20.../  DE000PE89XY0  /

Frankfurt Zert./BNP
17/05/2024  21:50:29 Chg.-0.360 Bid21:59:23 Ask21:59:23 Underlying Strike price Expiration date Option type
5.650EUR -5.99% 5.710
Bid Size: 3,400		 5.730
Ask Size: 3,400		 APPLIED MATERIALS IN... 160.00 - 17/01/2025 Call
 

Master data

WKN: PE89XY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.41
Leverage: Yes

Calculated values

Fair value: 4.35
Intrinsic value: 3.51
Implied volatility: 0.60
Historic volatility: 0.31
Parity: 3.51
Time value: 2.21
Break-even: 217.20
Moneyness: 1.22
Premium: 0.11
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 0.35%
Delta: 0.76
Theta: -0.07
Omega: 2.59
Rho: 0.61
 

Quote data

Open: 5.700
High: 6.170
Low: 5.600
Previous Close: 6.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+30.79%
3 Months  
+6.20%
YTD  
+112.41%
1 Year  
+292.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.140 5.400
1M High / 1M Low: 6.140 4.270
6M High / 6M Low: 6.180 1.780
High (YTD): 07/03/2024 6.180
Low (YTD): 10/01/2024 1.850
52W High: 07/03/2024 6.180
52W Low: 24/05/2023 1.250
Avg. price 1W:   5.762
Avg. volume 1W:   0.000
Avg. price 1M:   5.254
Avg. volume 1M:   0.000
Avg. price 6M:   3.993
Avg. volume 6M:   0.000
Avg. price 1Y:   2.963
Avg. volume 1Y:   0.000
Volatility 1M:   84.12%
Volatility 6M:   115.56%
Volatility 1Y:   117.75%
Volatility 3Y:   -