BNP Paribas Call 150 AP2 21.06.2024
/ DE000PE599D3
BNP Paribas Call 150 AP2 21.06.20.../ DE000PE599D3 /
| 2024-04-16 8:27:56 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.36EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
APPLIED MATERIALS IN... |
150.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE599D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
APPLIED MATERIALS INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-12-02 |
| Last trading day: |
2024-04-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.73 |
| Intrinsic value: |
3.62 |
| Implied volatility: |
1.50 |
| Historic volatility: |
0.31 |
| Parity: |
3.62 |
| Time value: |
2.22 |
| Break-even: |
208.40 |
| Moneyness: |
1.24 |
| Premium: |
0.12 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.06 |
| Spread %: |
1.04% |
| Delta: |
0.75 |
| Theta: |
-0.33 |
| Omega: |
2.39 |
| Rho: |
0.11 |
Quote data
| Open: |
5.36 |
| High: |
5.36 |
| Low: |
5.36 |
| Previous Close: |
5.68 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.42% |
| 3 Months |
|
|
+127.12% |
| YTD |
|
|
+134.06% |
| 1 Year |
|
|
+624.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.05 |
5.20 |
| 6M High / 6M Low: |
6.16 |
1.13 |
| High (YTD): |
2024-03-07 |
6.16 |
| Low (YTD): |
2024-01-05 |
1.40 |
| 52W High: |
2024-03-07 |
6.16 |
| 52W Low: |
2023-05-02 |
0.75 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.34 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
80.59% |
| Volatility 6M: |
|
170.47% |
| Volatility 1Y: |
|
155.41% |
| Volatility 3Y: |
|
- |
