BNP Paribas Call 110 AP2 17.01.2025
/ DE000PE89XT0
BNP Paribas Call 110 AP2 17.01.20.../ DE000PE89XT0 /
| 2024-04-16 8:42:09 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.46EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
APPLIED MATERIALS IN... |
110.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PE89XT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
APPLIED MATERIALS INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2024-04-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.65 |
| Intrinsic value: |
7.32 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.31 |
| Parity: |
7.32 |
| Time value: |
2.14 |
| Break-even: |
204.60 |
| Moneyness: |
1.67 |
| Premium: |
0.12 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
-0.39 |
| Spread %: |
-3.96% |
| Delta: |
0.85 |
| Theta: |
-0.07 |
| Omega: |
1.66 |
| Rho: |
0.45 |
Quote data
| Open: |
9.46 |
| High: |
9.46 |
| Low: |
9.46 |
| Previous Close: |
9.73 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.05% |
| 3 Months |
|
|
+45.54% |
| YTD |
|
|
+67.14% |
| 1 Year |
|
|
+279.92% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
10.09 |
9.17 |
| 6M High / 6M Low: |
10.09 |
3.52 |
| High (YTD): |
2024-04-12 |
10.09 |
| Low (YTD): |
2024-01-05 |
4.53 |
| 52W High: |
2024-04-12 |
10.09 |
| 52W Low: |
2023-04-27 |
2.39 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
9.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.31 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
38.99% |
| Volatility 6M: |
|
85.16% |
| Volatility 1Y: |
|
81.74% |
| Volatility 3Y: |
|
- |
