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

EUWAX
2024-06-14  8:44:27 AM Chg.+0.010 Bid10:05:44 AM Ask10:05:44 AM Underlying Strike price Expiration date Option type
0.170EUR +6.25% 0.170
Bid Size: 50,000		 0.180
Ask Size: 50,000		 APPLIED MATERIALS IN... 150.00 - 2025-01-17 Put
 

Master data

WKN: PE89YU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -122.91
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -7.12
Time value: 0.18
Break-even: 148.20
Moneyness: 0.68
Premium: 0.33
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.06
Theta: -0.02
Omega: -7.20
Rho: -0.09
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.17%
1 Month
  -62.22%
3 Months
  -75.36%
YTD
  -87.94%
1 Year
  -93.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.160
1M High / 1M Low: 0.450 0.160
6M High / 6M Low: 1.840 0.160
High (YTD): 2024-01-05 1.840
Low (YTD): 2024-06-13 0.160
52W High: 2023-10-27 2.900
52W Low: 2024-06-13 0.160
Avg. price 1W:   0.208
Avg. volume 1W:   0.000
Avg. price 1M:   0.278
Avg. volume 1M:   0.000
Avg. price 6M:   0.825
Avg. volume 6M:   0.000
Avg. price 1Y:   1.587
Avg. volume 1Y:   0.000
Volatility 1M:   132.91%
Volatility 6M:   137.60%
Volatility 1Y:   112.11%
Volatility 3Y:   -