BNP Paribas Call 150 AP2 17.01.2025
/ DE000PE89XX2
BNP Paribas Call 150 AP2 17.01.20.../ DE000PE89XX2 /
| 2024-04-23 8:42:48 AM |
Chg.-0.15 |
Bid5:42:41 PM |
Ask5:42:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.91EUR |
-2.96% |
5.11
Bid Size: 7,800 |
5.13
Ask Size: 7,800 |
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: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.77 |
| Intrinsic value: |
2.78 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.31 |
| Parity: |
2.78 |
| Time value: |
2.16 |
| Break-even: |
199.40 |
| Moneyness: |
1.19 |
| Premium: |
0.12 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.41% |
| Delta: |
0.74 |
| Theta: |
-0.06 |
| Omega: |
2.67 |
| Rho: |
0.61 |
Quote data
| Open: |
4.91 |
| High: |
4.91 |
| Low: |
4.91 |
| Previous Close: |
5.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.82% |
| 1 Month |
|
|
-26.28% |
| 3 Months |
|
|
+46.57% |
| YTD |
|
|
+54.89% |
| 1 Year |
|
|
+292.80% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.32 |
5.06 |
| 1M High / 1M Low: |
6.87 |
5.06 |
| 6M High / 6M Low: |
6.97 |
1.71 |
| High (YTD): |
2024-02-16 |
6.97 |
| Low (YTD): |
2024-01-05 |
2.28 |
| 52W High: |
2024-02-16 |
6.97 |
| 52W Low: |
2023-04-27 |
1.12 |
| Avg. price 1W: |
|
5.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.26 |
| Avg. volume 1M: |
|
11.05 |
| Avg. price 6M: |
|
3.98 |
| Avg. volume 6M: |
|
1.67 |
| Avg. price 1Y: |
|
3.09 |
| Avg. volume 1Y: |
|
5.41 |
| Volatility 1M: |
|
66.51% |
| Volatility 6M: |
|
121.24% |
| Volatility 1Y: |
|
113.95% |
| Volatility 3Y: |
|
- |
