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BNP Paribas Put 160 AP2 20.12.202.../  DE000PE89YN1  /

Frankfurt Zert./BNP
2024-06-14  2:50:24 PM Chg.+0.010 Bid2024-06-14 Ask2024-06-14 Underlying Strike price Expiration date Option type
0.210EUR +5.00% 0.210
Bid Size: 48,500		 0.220
Ask Size: 48,500		 APPLIED MATERIALS IN... 160.00 - 2024-12-20 Put
 

Master data

WKN: PE89YN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Put
Strike price: 160.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -105.35
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.30
Parity: -6.12
Time value: 0.21
Break-even: 157.90
Moneyness: 0.72
Premium: 0.29
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 5.00%
Delta: -0.07
Theta: -0.02
Omega: -7.75
Rho: -0.10
 

Quote data

Open: 0.190
High: 0.210
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -27.59%
1 Month
  -58.82%
3 Months
  -74.39%
YTD
  -87.79%
1 Year
  -93.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.200
1M High / 1M Low: 0.510 0.200
6M High / 6M Low: 2.260 0.200
High (YTD): 2024-01-05 2.260
Low (YTD): 2024-06-13 0.200
52W High: 2023-10-25 3.500
52W Low: 2024-06-13 0.200
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.333
Avg. volume 1M:   0.000
Avg. price 6M:   1.003
Avg. volume 6M:   0.000
Avg. price 1Y:   1.911
Avg. volume 1Y:   0.000
Volatility 1M:   128.83%
Volatility 6M:   126.53%
Volatility 1Y:   106.00%
Volatility 3Y:   -