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BNP Paribas Put 150 AP2 17.01.202.../  DE000PE89YU6  /

EUWAX
03/05/2024  08:40:59 Chg.-0.050 Bid20:23:17 Ask20:23:17 Underlying Strike price Expiration date Option type
0.580EUR -7.94% 0.540
Bid Size: 53,800		 0.550
Ask Size: 53,800		 APPLIED MATERIALS IN... 150.00 - 17/01/2025 Put
 

Master data

WKN: PE89YU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -29.75
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.31
Parity: -3.44
Time value: 0.62
Break-even: 143.80
Moneyness: 0.81
Premium: 0.22
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 1.64%
Delta: -0.18
Theta: -0.02
Omega: -5.28
Rho: -0.28
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.69%
1 Month  
+3.57%
3 Months
  -53.23%
YTD
  -58.87%
1 Year
  -85.50%
3 Years     -
5 Years     -
1W High / 1W Low: 0.630 0.510
1M High / 1M Low: 0.750 0.500
6M High / 6M Low: 2.360 0.500
High (YTD): 05/01/2024 1.840
Low (YTD): 12/04/2024 0.500
52W High: 03/05/2023 4.000
52W Low: 12/04/2024 0.500
Avg. price 1W:   0.562
Avg. volume 1W:   0.000
Avg. price 1M:   0.593
Avg. volume 1M:   0.000
Avg. price 6M:   1.194
Avg. volume 6M:   0.000
Avg. price 1Y:   1.929
Avg. volume 1Y:   0.000
Volatility 1M:   154.47%
Volatility 6M:   130.62%
Volatility 1Y:   104.54%
Volatility 3Y:   -