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BNP Paribas Call 150 AP2 17.01.20.../  DE000PE89XX2  /

Frankfurt Zert./BNP
2024-04-19  9:50:29 PM Chg.-0.400 Bid9:59:31 PM Ask9:59:31 PM Underlying Strike price Expiration date Option type
4.960EUR -7.46% 4.970
Bid Size: 4,000		 4.990
Ask Size: 4,000		 APPLIED MATERIALS IN... 150.00 - 2025-01-17 Call
 

Master data

WKN: PE89XX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.41
Leverage: Yes

Calculated values

Fair value: 4.18
Intrinsic value: 3.26
Implied volatility: 0.57
Historic volatility: 0.31
Parity: 3.26
Time value: 2.10
Break-even: 203.60
Moneyness: 1.22
Premium: 0.12
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 0.37%
Delta: 0.76
Theta: -0.06
Omega: 2.59
Rho: 0.64
 

Quote data

Open: 5.030
High: 5.310
Low: 4.910
Previous Close: 5.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.27%
1 Month
  -14.78%
3 Months  
+43.35%
YTD  
+56.96%
1 Year  
+350.91%
3 Years     -
5 Years     -
1W High / 1W Low: 6.700 5.360
1M High / 1M Low: 6.840 5.360
6M High / 6M Low: 6.870 1.670
High (YTD): 2024-03-07 6.870
Low (YTD): 2024-01-10 2.270
52W High: 2024-03-07 6.870
52W Low: 2023-04-26 1.090
Avg. price 1W:   6.148
Avg. volume 1W:   0.000
Avg. price 1M:   6.320
Avg. volume 1M:   45.714
Avg. price 6M:   3.931
Avg. volume 6M:   7.619
Avg. price 1Y:   3.055
Avg. volume 1Y:   3.750
Volatility 1M:   79.47%
Volatility 6M:   110.64%
Volatility 1Y:   111.57%
Volatility 3Y:   -