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BNP Paribas Put 130 AP2 17.01.202.../  DE000PE89YS0  /

EUWAX
2024-06-14  8:44:27 AM Chg.+0.004 Bid1:39:10 PM Ask1:39:10 PM Underlying Strike price Expiration date Option type
0.078EUR +5.41% 0.082
Bid Size: 50,000		 0.092
Ask Size: 50,000		 APPLIED MATERIALS IN... 130.00 - 2025-01-17 Put
 

Master data

WKN: PE89YS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Put
Strike price: 130.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -243.11
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.30
Parity: -9.12
Time value: 0.09
Break-even: 129.09
Moneyness: 0.59
Premium: 0.42
Premium p.a.: 0.80
Spread abs.: 0.01
Spread %: 16.67%
Delta: -0.03
Theta: -0.01
Omega: -7.18
Rho: -0.04
 

Quote data

Open: 0.078
High: 0.078
Low: 0.078
Previous Close: 0.074
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.00%
1 Month
  -64.55%
3 Months
  -78.92%
YTD
  -90.60%
1 Year
  -95.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.074
1M High / 1M Low: 0.220 0.074
6M High / 6M Low: 1.100 0.074
High (YTD): 2024-01-04 1.100
Low (YTD): 2024-06-13 0.074
52W High: 2023-10-27 1.860
52W Low: 2024-06-13 0.074
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   0.458
Avg. volume 6M:   0.000
Avg. price 1Y:   0.978
Avg. volume 1Y:   0.000
Volatility 1M:   130.67%
Volatility 6M:   137.00%
Volatility 1Y:   114.11%
Volatility 3Y:   -