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

Frankfurt Zert./BNP
2024-06-14  1:21:09 PM Chg.+0.010 Bid2024-06-14 Ask2024-06-14 Underlying Strike price Expiration date Option type
0.250EUR +4.17% 0.250
Bid Size: 42,100		 0.260
Ask Size: 42,100		 APPLIED MATERIALS IN... 160.00 - 2025-01-17 Put
 

Master data

WKN: PE89YV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Put
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -88.49
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.30
Parity: -6.12
Time value: 0.25
Break-even: 157.50
Moneyness: 0.72
Premium: 0.29
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 4.17%
Delta: -0.08
Theta: -0.02
Omega: -7.16
Rho: -0.12
 

Quote data

Open: 0.230
High: 0.250
Low: 0.230
Previous Close: 0.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -56.14%
3 Months
  -72.22%
YTD
  -85.96%
1 Year
  -91.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.240
1M High / 1M Low: 0.570 0.240
6M High / 6M Low: 2.330 0.240
High (YTD): 2024-01-05 2.330
Low (YTD): 2024-06-13 0.240
52W High: 2023-10-25 3.540
52W Low: 2024-06-13 0.240
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.387
Avg. volume 1M:   0.000
Avg. price 6M:   1.073
Avg. volume 6M:   0.000
Avg. price 1Y:   1.971
Avg. volume 1Y:   0.000
Volatility 1M:   131.20%
Volatility 6M:   121.09%
Volatility 1Y:   101.76%
Volatility 3Y:   -