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BNP Paribas Call 160 AP2 17.01.20.../  DE000PE89XY0  /

Frankfurt Zert./BNP
2024-05-06  9:50:28 PM Chg.+0.320 Bid9:59:24 PM Ask9:59:24 PM Underlying Strike price Expiration date Option type
5.630EUR +6.03% 5.670
Bid Size: 3,500		 5.690
Ask Size: 3,500		 APPLIED MATERIALS IN... 160.00 - 2025-01-17 Call
 

Master data

WKN: PE89XY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.56
Leverage: Yes

Calculated values

Fair value: 3.98
Intrinsic value: 2.97
Implied volatility: 0.59
Historic volatility: 0.31
Parity: 2.97
Time value: 2.36
Break-even: 213.30
Moneyness: 1.19
Premium: 0.12
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 0.38%
Delta: 0.74
Theta: -0.07
Omega: 2.64
Rho: 0.61
 

Quote data

Open: 5.300
High: 5.630
Low: 5.300
Previous Close: 5.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.83%
1 Month
  -0.71%
3 Months  
+92.15%
YTD  
+111.65%
1 Year  
+402.68%
3 Years     -
5 Years     -
1W High / 1W Low: 5.320 4.780
1M High / 1M Low: 6.120 4.270
6M High / 6M Low: 6.180 1.700
High (YTD): 2024-03-07 6.180
Low (YTD): 2024-01-10 1.850
52W High: 2024-03-07 6.180
52W Low: 2023-05-09 1.020
Avg. price 1W:   5.125
Avg. volume 1W:   0.000
Avg. price 1M:   5.219
Avg. volume 1M:   0.000
Avg. price 6M:   3.701
Avg. volume 6M:   0.000
Avg. price 1Y:   2.794
Avg. volume 1Y:   0.000
Volatility 1M:   105.92%
Volatility 6M:   121.65%
Volatility 1Y:   120.13%
Volatility 3Y:   -