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BNP Paribas Call 140 AP2 17.01.20.../  DE000PE89XW4  /

Frankfurt Zert./BNP
2024-05-03  9:50:30 PM Chg.+0.570 Bid9:57:52 PM Ask9:57:52 PM Underlying Strike price Expiration date Option type
6.760EUR +9.21% 6.760
Bid Size: 3,400		 6.780
Ask Size: 3,400		 APPLIED MATERIALS IN... 140.00 - 2025-01-17 Call
 

Master data

WKN: PE89XW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.80
Leverage: Yes

Calculated values

Fair value: 5.55
Intrinsic value: 4.96
Implied volatility: 0.65
Historic volatility: 0.31
Parity: 4.96
Time value: 1.82
Break-even: 207.80
Moneyness: 1.35
Premium: 0.10
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 0.30%
Delta: 0.81
Theta: -0.06
Omega: 2.27
Rho: 0.61
 

Quote data

Open: 6.340
High: 6.830
Low: 6.280
Previous Close: 6.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.15%
1 Month  
+0.45%
3 Months  
+66.50%
YTD  
+82.21%
1 Year  
+363.01%
3 Years     -
5 Years     -
1W High / 1W Low: 6.780 6.190
1M High / 1M Low: 7.600 5.620
6M High / 6M Low: 7.600 2.480
High (YTD): 2024-04-11 7.600
Low (YTD): 2024-01-10 2.750
52W High: 2024-04-11 7.600
52W Low: 2023-05-04 1.460
Avg. price 1W:   6.565
Avg. volume 1W:   0.000
Avg. price 1M:   6.671
Avg. volume 1M:   0.000
Avg. price 6M:   4.871
Avg. volume 6M:   51.210
Avg. price 1Y:   3.731
Avg. volume 1Y:   25.273
Volatility 1M:   88.38%
Volatility 6M:   102.63%
Volatility 1Y:   103.52%
Volatility 3Y:   -