BNP Paribas Call 160 AP2 17.01.2025
/ DE000PE89XY0
BNP Paribas Call 160 AP2 17.01.20.../ DE000PE89XY0 /
| 2024-04-18 8:43:48 AM |
Chg.-0.37 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.24EUR |
-6.60% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.85 |
| Intrinsic value: |
2.74 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.31 |
| Parity: |
2.74 |
| Time value: |
2.40 |
| Break-even: |
211.40 |
| Moneyness: |
1.17 |
| Premium: |
0.13 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.39% |
| Delta: |
0.73 |
| Theta: |
-0.06 |
| Omega: |
2.68 |
| Rho: |
0.65 |
Quote data
| Open: |
5.24 |
| High: |
5.24 |
| Low: |
5.24 |
| Previous Close: |
5.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.12% |
| 1 Month |
|
|
+1.75% |
| 3 Months |
|
|
+116.53% |
| YTD |
|
|
+96.25% |
| 1 Year |
|
|
+451.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.14 |
5.58 |
| 1M High / 1M Low: |
6.14 |
5.02 |
| 6M High / 6M Low: |
6.27 |
1.40 |
| High (YTD): |
2024-02-16 |
6.27 |
| Low (YTD): |
2024-01-05 |
1.87 |
| 52W High: |
2024-02-16 |
6.27 |
| 52W Low: |
2023-04-19 |
0.88 |
| Avg. price 1W: |
|
5.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.61 |
| Avg. volume 1Y: |
|
6.25 |
| Volatility 1M: |
|
63.43% |
| Volatility 6M: |
|
132.01% |
| Volatility 1Y: |
|
122.89% |
| Volatility 3Y: |
|
- |
