BNP Paribas Call 170 AP2 17.01.2025
/ DE000PE89XZ7
BNP Paribas Call 170 AP2 17.01.20.../ DE000PE89XZ7 /
| 2024-04-25 8:42:01 AM |
Chg.-0.06 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.01EUR |
-1.47% |
-
Bid Size: - |
-
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: |
4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.86 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.31 |
| Parity: |
1.32 |
| Time value: |
2.81 |
| Break-even: |
211.30 |
| Moneyness: |
1.08 |
| Premium: |
0.15 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.24% |
| Delta: |
0.67 |
| Theta: |
-0.07 |
| Omega: |
2.99 |
| Rho: |
0.60 |
Quote data
| Open: |
4.01 |
| High: |
4.01 |
| Low: |
4.01 |
| Previous Close: |
4.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.02% |
| 1 Month |
|
|
-20.91% |
| 3 Months |
|
|
+46.89% |
| YTD |
|
|
+79.82% |
| 1 Year |
|
|
+407.59% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.61 |
3.67 |
| 1M High / 1M Low: |
5.46 |
3.67 |
| 6M High / 6M Low: |
5.60 |
1.14 |
| High (YTD): |
2024-02-16 |
5.60 |
| Low (YTD): |
2024-01-05 |
1.51 |
| 52W High: |
2024-02-16 |
5.60 |
| 52W Low: |
2023-04-27 |
0.75 |
| Avg. price 1W: |
|
4.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.29 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
84.85% |
| Volatility 6M: |
|
143.22% |
| Volatility 1Y: |
|
132.17% |
| Volatility 3Y: |
|
- |
