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BNP Paribas Call 130 AP2 17.01.20.../  DE000PE89XV6  /

EUWAX
2024-05-10  8:44:00 AM Chg.-0.03 Bid10:00:01 PM Ask10:00:01 PM Underlying Strike price Expiration date Option type
7.73EUR -0.39% -
Bid Size: -		 -
Ask Size: -		 APPLIED MATERIALS IN... 130.00 - 2025-01-17 Call
 

Master data

WKN: PE89XV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.44
Leverage: Yes

Calculated values

Fair value: 6.89
Intrinsic value: 6.47
Implied volatility: 0.69
Historic volatility: 0.31
Parity: 6.47
Time value: 1.50
Break-even: 209.70
Moneyness: 1.50
Premium: 0.08
Premium p.a.: 0.11
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.85
Theta: -0.06
Omega: 2.08
Rho: 0.59
 

Quote data

Open: 7.73
High: 7.73
Low: 7.73
Previous Close: 7.76
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.72%
1 Month
  -8.30%
3 Months  
+24.68%
YTD  
+78.94%
1 Year  
+313.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.94 7.56
1M High / 1M Low: 8.43 6.36
6M High / 6M Low: 8.48 3.17
High (YTD): 2024-02-16 8.48
Low (YTD): 2024-01-05 3.29
52W High: 2024-02-16 8.48
52W Low: 2023-05-12 1.87
Avg. price 1W:   7.76
Avg. volume 1W:   0.00
Avg. price 1M:   7.40
Avg. volume 1M:   0.00
Avg. price 6M:   5.71
Avg. volume 6M:   0.00
Avg. price 1Y:   4.41
Avg. volume 1Y:   0.00
Volatility 1M:   84.55%
Volatility 6M:   102.18%
Volatility 1Y:   98.15%
Volatility 3Y:   -