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BNP Paribas Call 170 AP2 17.01.20.../  DE000PE89XZ7  /

Frankfurt Zert./BNP
2024-05-27  6:50:33 PM Chg.+0.030 Bid6:55:11 PM Ask2024-05-27 Underlying Strike price Expiration date Option type
5.750EUR +0.52% 5.690
Bid Size: 3,300		 -
Ask Size: -		 APPLIED MATERIALS IN... 170.00 - 2025-01-17 Call
 

Master data

WKN: PE89XZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.55
Leverage: Yes

Calculated values

Fair value: 4.25
Intrinsic value: 3.37
Implied volatility: 0.60
Historic volatility: 0.30
Parity: 3.37
Time value: 2.36
Break-even: 227.30
Moneyness: 1.20
Premium: 0.12
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 0.35%
Delta: 0.75
Theta: -0.08
Omega: 2.66
Rho: 0.61
 

Quote data

Open: 5.700
High: 5.820
Low: 5.680
Previous Close: 5.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.95%
1 Month  
+23.39%
3 Months  
+18.56%
YTD  
+159.01%
1 Year  
+238.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.720 5.450
1M High / 1M Low: 5.720 4.150
6M High / 6M Low: 5.720 1.440
High (YTD): 2024-05-24 5.720
Low (YTD): 2024-01-10 1.500
52W High: 2024-05-24 5.720
52W Low: 2023-10-30 1.110
Avg. price 1W:   5.602
Avg. volume 1W:   0.000
Avg. price 1M:   5.038
Avg. volume 1M:   0.000
Avg. price 6M:   3.620
Avg. volume 6M:   0.000
Avg. price 1Y:   2.631
Avg. volume 1Y:   0.000
Volatility 1M:   95.79%
Volatility 6M:   126.19%
Volatility 1Y:   120.29%
Volatility 3Y:   -