BNP Paribas Put 120 AP2 17.01.2025
/ DE000PE89YR2
BNP Paribas Put 120 AP2 17.01.202.../ DE000PE89YR2 /
| 2024-04-16 9:50:24 PM |
Chg.-0.020 |
Bid9:55:53 PM |
Ask9:55:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-9.09% |
-
Bid Size: - |
-
Ask Size: - |
APPLIED MATERIALS IN... |
120.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
PE89YR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
APPLIED MATERIALS INC. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2024-04-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-87.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.31 |
| Parity: |
-6.32 |
| Time value: |
0.21 |
| Break-even: |
117.90 |
| Moneyness: |
0.65 |
| Premium: |
0.36 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-5.84 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.200 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.26% |
| 3 Months |
|
|
-57.45% |
| YTD |
|
|
-67.74% |
| 1 Year |
|
|
-91.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.220 |
0.180 |
| 6M High / 6M Low: |
1.440 |
0.180 |
| High (YTD): |
2024-01-05 |
0.810 |
| Low (YTD): |
2024-04-11 |
0.180 |
| 52W High: |
2023-04-26 |
2.330 |
| 52W Low: |
2024-04-11 |
0.180 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.579 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.997 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
115.94% |
| Volatility 6M: |
|
117.48% |
| Volatility 1Y: |
|
101.12% |
| Volatility 3Y: |
|
- |
