BNP Paribas Call 170 AP2 17.01.2025
/ DE000PE89XZ7
BNP Paribas Call 170 AP2 17.01.20.../ DE000PE89XZ7 /
27/05/2024 21:50:42 |
Chg.-0.030 |
Bid27/05/2024 |
Ask27/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
5.690EUR |
-0.52% |
5.690 Bid Size: 3,300 |
- Ask Size: - |
APPLIED MATERIALS IN... |
170.00 - |
17/01/2025 |
Call |
Master data
WKN: |
PE89XZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
APPLIED MATERIALS INC. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 - |
Maturity: |
17/01/2025 |
Issue date: |
16/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.25 |
Intrinsic value: |
3.37 |
Implied volatility: |
0.60 |
Historic volatility: |
0.30 |
Parity: |
3.37 |
Time value: |
2.36 |
Break-even: |
227.30 |
Moneyness: |
1.20 |
Premium: |
0.12 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.02 |
Spread %: |
0.35% |
Delta: |
0.75 |
Theta: |
-0.08 |
Omega: |
2.66 |
Rho: |
0.61 |
Quote data
Open: |
5.700 |
High: |
5.820 |
Low: |
5.680 |
Previous Close: |
5.720 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.89% |
1 Month |
|
|
+22.10% |
3 Months |
|
|
+17.32% |
YTD |
|
|
+156.31% |
1 Year |
|
|
+234.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.720 |
5.450 |
1M High / 1M Low: |
5.720 |
4.150 |
6M High / 6M Low: |
5.720 |
1.440 |
High (YTD): |
24/05/2024 |
5.720 |
Low (YTD): |
10/01/2024 |
1.500 |
52W High: |
24/05/2024 |
5.720 |
52W Low: |
30/10/2023 |
1.110 |
Avg. price 1W: |
|
5.602 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.620 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.631 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
95.79% |
Volatility 6M: |
|
126.19% |
Volatility 1Y: |
|
120.29% |
Volatility 3Y: |
|
- |