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BNP Paribas Put 150 AP2 17.01.202.../  DE000PE89YU6  /

EUWAX
2024-04-23  8:42:49 AM Chg.-0.010 Bid9:30:59 AM Ask9:30:59 AM Underlying Strike price Expiration date Option type
0.740EUR -1.33% 0.740
Bid Size: 10,100		 0.750
Ask Size: 10,100		 APPLIED MATERIALS IN... 150.00 - 2025-01-17 Put
 

Master data

WKN: PE89YU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -23.71
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.31
Parity: -2.78
Time value: 0.75
Break-even: 142.50
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 1.35%
Delta: -0.21
Theta: -0.02
Omega: -4.98
Rho: -0.33
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.33%
1 Month  
+42.31%
3 Months
  -42.19%
YTD
  -47.52%
1 Year
  -80.88%
3 Years     -
5 Years     -
1W High / 1W Low: 0.750 0.580
1M High / 1M Low: 0.750 0.500
6M High / 6M Low: 2.900 0.500
High (YTD): 2024-01-05 1.840
Low (YTD): 2024-04-12 0.500
52W High: 2023-04-27 4.050
52W Low: 2024-04-12 0.500
Avg. price 1W:   0.654
Avg. volume 1W:   0.000
Avg. price 1M:   0.573
Avg. volume 1M:   0.000
Avg. price 6M:   1.337
Avg. volume 6M:   0.000
Avg. price 1Y:   2.013
Avg. volume 1Y:   0.000
Volatility 1M:   111.10%
Volatility 6M:   123.66%
Volatility 1Y:   100.14%
Volatility 3Y:   -