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

EUWAX
2024-04-15  8:44:03 AM Chg.- Bid8:25:13 AM Ask8:25:13 AM Underlying Strike price Expiration date Option type
0.410EUR - 0.440
Bid Size: 16,550		 0.450
Ask Size: 16,550		 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: -44.00
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.31
Parity: -5.36
Time value: 0.44
Break-even: 135.60
Moneyness: 0.72
Premium: 0.30
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 2.33%
Delta: -0.12
Theta: -0.02
Omega: -5.09
Rho: -0.20
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.89%
1 Month
  -19.61%
3 Months
  -68.46%
YTD
  -62.39%
1 Year
  -87.50%
3 Years     -
5 Years     -
1W High / 1W Low: 0.410 0.360
1M High / 1M Low: 0.510 0.360
6M High / 6M Low: 2.350 0.360
High (YTD): 2024-01-04 1.440
Low (YTD): 2024-04-12 0.360
52W High: 2023-04-19 3.460
52W Low: 2024-04-12 0.360
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.408
Avg. volume 1M:   0.000
Avg. price 6M:   1.096
Avg. volume 6M:   0.000
Avg. price 1Y:   1.674
Avg. volume 1Y:   0.000
Volatility 1M:   108.23%
Volatility 6M:   119.99%
Volatility 1Y:   98.63%
Volatility 3Y:   -