BNP Paribas Call 120 AP2 17.01.2025
/ DE000PE89XU8
BNP Paribas Call 120 AP2 17.01.20.../ DE000PE89XU8 /
| 2024-04-16 9:50:30 PM |
Chg.+0.450 |
Bid9:59:39 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.070EUR |
+5.22% |
-
Bid Size: - |
-
Ask Size: - |
APPLIED MATERIALS IN... |
120.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PE89XU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
APPLIED MATERIALS INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2024-04-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.47 |
| Intrinsic value: |
6.06 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.31 |
| Parity: |
6.06 |
| Time value: |
3.01 |
| Break-even: |
210.70 |
| Moneyness: |
1.50 |
| Premium: |
0.17 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
0.33% |
| Delta: |
0.82 |
| Theta: |
-0.09 |
| Omega: |
1.64 |
| Rho: |
0.43 |
Quote data
| Open: |
8.610 |
| High: |
9.070 |
| Low: |
8.550 |
| Previous Close: |
8.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.66% |
| 3 Months |
|
|
+57.47% |
| YTD |
|
|
+82.86% |
| 1 Year |
|
|
+358.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
9.210 |
8.280 |
| 6M High / 6M Low: |
9.210 |
2.940 |
| High (YTD): |
2024-04-11 |
9.210 |
| Low (YTD): |
2024-01-05 |
3.880 |
| 52W High: |
2024-04-11 |
9.210 |
| 52W Low: |
2023-04-26 |
1.940 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
8.725 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.865 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.681 |
| Avg. volume 1Y: |
|
36 |
| Volatility 1M: |
|
43.63% |
| Volatility 6M: |
|
83.70% |
| Volatility 1Y: |
|
86.69% |
| Volatility 3Y: |
|
- |
