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

Frankfurt Zert./BNP
2024-05-13  8:50:37 AM Chg.+0.070 Bid2024-05-13 Ask2024-05-13 Underlying Strike price Expiration date Option type
5.030EUR +1.41% 5.030
Bid Size: 1,850		 5.060
Ask Size: 1,850		 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: 3.89
Leverage: Yes

Calculated values

Fair value: 3.64
Intrinsic value: 2.47
Implied volatility: 0.57
Historic volatility: 0.31
Parity: 2.47
Time value: 2.53
Break-even: 220.00
Moneyness: 1.15
Premium: 0.13
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 0.40%
Delta: 0.72
Theta: -0.07
Omega: 2.80
Rho: 0.61
 

Quote data

Open: 5.020
High: 5.030
Low: 5.020
Previous Close: 4.960
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.41%
1 Month
  -2.90%
3 Months  
+50.60%
YTD  
+126.58%
1 Year  
+471.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.960 4.770
1M High / 1M Low: 5.300 3.680
6M High / 6M Low: 5.530 1.440
High (YTD): 2024-03-07 5.530
Low (YTD): 2024-01-10 1.500
52W High: 2024-03-07 5.530
52W Low: 2023-05-15 1.010
Avg. price 1W:   4.896
Avg. volume 1W:   0.000
Avg. price 1M:   4.498
Avg. volume 1M:   0.000
Avg. price 6M:   3.330
Avg. volume 6M:   0.000
Avg. price 1Y:   2.469
Avg. volume 1Y:   0.000
Volatility 1M:   113.83%
Volatility 6M:   128.54%
Volatility 1Y:   127.88%
Volatility 3Y:   -