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BNP Paribas Put 150 AP2 20.12.202.../  DE000PE89YM3  /

Frankfurt Zert./BNP
2024-06-14  4:20:15 PM Chg.+0.020 Bid2024-06-14 Ask2024-06-14 Underlying Strike price Expiration date Option type
0.150EUR +15.38% 0.150
Bid Size: 100,000		 0.160
Ask Size: 100,000		 APPLIED MATERIALS IN... 150.00 - 2024-12-20 Put
 

Master data

WKN: PE89YM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -158.02
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -7.12
Time value: 0.14
Break-even: 148.60
Moneyness: 0.68
Premium: 0.33
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 7.69%
Delta: -0.05
Theta: -0.02
Omega: -7.95
Rho: -0.06
 

Quote data

Open: 0.130
High: 0.150
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -58.33%
3 Months
  -75.00%
YTD
  -88.81%
1 Year
  -94.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.130
1M High / 1M Low: 0.360 0.130
6M High / 6M Low: 1.790 0.130
High (YTD): 2024-01-05 1.790
Low (YTD): 2024-06-13 0.130
52W High: 2023-10-25 2.870
52W Low: 2024-06-13 0.130
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.230
Avg. volume 1M:   0.000
Avg. price 6M:   0.759
Avg. volume 6M:   0.000
Avg. price 1Y:   1.529
Avg. volume 1Y:   0.000
Volatility 1M:   135.25%
Volatility 6M:   130.30%
Volatility 1Y:   109.80%
Volatility 3Y:   -