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BNP Paribas Put 160 AP2 17.01.202.../  DE000PE89YV4  /

Frankfurt Zert./BNP
03/05/2024  21:50:31 Chg.-0.100 Bid21:59:52 Ask21:59:52 Underlying Strike price Expiration date Option type
0.740EUR -11.90% 0.740
Bid Size: 19,800		 0.750
Ask Size: 19,800		 APPLIED MATERIALS IN... 160.00 - 17/01/2025 Put
 

Master data

WKN: PE89YV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Put
Strike price: 160.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -25.29
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.31
Parity: -2.96
Time value: 0.75
Break-even: 152.50
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 1.35%
Delta: -0.21
Theta: -0.03
Omega: -5.22
Rho: -0.33
 

Quote data

Open: 0.790
High: 0.800
Low: 0.710
Previous Close: 0.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.37%
1 Month
  -2.63%
3 Months
  -51.63%
YTD
  -58.43%
1 Year
  -83.33%
3 Years     -
5 Years     -
1W High / 1W Low: 0.840 0.720
1M High / 1M Low: 1.050 0.670
6M High / 6M Low: 2.880 0.670
High (YTD): 05/01/2024 2.330
Low (YTD): 11/04/2024 0.670
52W High: 09/05/2023 4.600
52W Low: 11/04/2024 0.670
Avg. price 1W:   0.770
Avg. volume 1W:   0.000
Avg. price 1M:   0.808
Avg. volume 1M:   0.000
Avg. price 6M:   1.506
Avg. volume 6M:   0.000
Avg. price 1Y:   2.343
Avg. volume 1Y:   0.000
Volatility 1M:   144.78%
Volatility 6M:   113.85%
Volatility 1Y:   94.82%
Volatility 3Y:   -