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BNP Paribas Put 140 AP2 17.01.202.../  DE000PE89YT8  /

Frankfurt Zert./BNP
2024-04-24  9:50:32 PM Chg.-0.020 Bid9:56:48 PM Ask9:56:48 PM Underlying Strike price Expiration date Option type
0.460EUR -4.17% 0.460
Bid Size: 31,600		 0.470
Ask Size: 31,600		 APPLIED MATERIALS IN... 140.00 - 2025-01-17 Put
 

Master data

WKN: PE89YT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.85
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.31
Parity: -4.06
Time value: 0.49
Break-even: 135.10
Moneyness: 0.78
Premium: 0.25
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 2.08%
Delta: -0.15
Theta: -0.02
Omega: -5.35
Rho: -0.23
 

Quote data

Open: 0.450
High: 0.490
Low: 0.420
Previous Close: 0.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.80%
1 Month  
+21.05%
3 Months
  -47.13%
YTD
  -57.80%
1 Year
  -86.55%
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.460
1M High / 1M Low: 0.570 0.360
6M High / 6M Low: 2.350 0.360
High (YTD): 2024-01-05 1.440
Low (YTD): 2024-04-11 0.360
52W High: 2023-04-26 3.450
52W Low: 2024-04-11 0.360
Avg. price 1W:   0.512
Avg. volume 1W:   0.000
Avg. price 1M:   0.428
Avg. volume 1M:   0.000
Avg. price 6M:   1.006
Avg. volume 6M:   0.000
Avg. price 1Y:   1.601
Avg. volume 1Y:   0.000
Volatility 1M:   127.55%
Volatility 6M:   116.96%
Volatility 1Y:   99.23%
Volatility 3Y:   -