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BNP Paribas Put 140 AP2 20.12.202.../  DE000PE89YL5  /

EUWAX
2024-06-14  8:44:27 AM Chg.+0.005 Bid10:05:47 AM Ask10:05:47 AM Underlying Strike price Expiration date Option type
0.090EUR +5.88% 0.090
Bid Size: 50,000		 0.100
Ask Size: 50,000		 APPLIED MATERIALS IN... 140.00 - 2024-12-20 Put
 

Master data

WKN: PE89YL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -221.23
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.30
Parity: -8.12
Time value: 0.10
Break-even: 139.00
Moneyness: 0.63
Premium: 0.37
Premium p.a.: 0.84
Spread abs.: 0.01
Spread %: 11.11%
Delta: -0.04
Theta: -0.01
Omega: -7.89
Rho: -0.05
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.085
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.71%
1 Month
  -66.67%
3 Months
  -79.55%
YTD
  -91.26%
1 Year
  -95.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.085
1M High / 1M Low: 0.270 0.085
6M High / 6M Low: 1.380 0.085
High (YTD): 2024-01-04 1.380
Low (YTD): 2024-06-13 0.085
52W High: 2023-10-27 2.300
52W Low: 2024-06-13 0.085
Avg. price 1W:   0.115
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   0.566
Avg. volume 6M:   0.000
Avg. price 1Y:   1.204
Avg. volume 1Y:   0.000
Volatility 1M:   149.88%
Volatility 6M:   145.50%
Volatility 1Y:   119.35%
Volatility 3Y:   -