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BNP Paribas Put 160 AP2 17.01.202.../  DE000PE89YV4  /

Frankfurt Zert./BNP
2024-04-19  9:50:29 AM Chg.+0.040 Bid2024-04-19 Ask2024-04-19 Underlying Strike price Expiration date Option type
0.980EUR +4.26% 0.980
Bid Size: 7,950		 0.990
Ask Size: 7,950		 APPLIED MATERIALS IN... 160.00 - 2025-01-17 Put
 

Master data

WKN: PE89YV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Put
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.02
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.31
Parity: -2.26
Time value: 0.96
Break-even: 150.40
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 1.05%
Delta: -0.25
Theta: -0.03
Omega: -4.71
Rho: -0.41
 

Quote data

Open: 1.020
High: 1.020
Low: 0.980
Previous Close: 0.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+28.95%
1 Month  
+19.51%
3 Months
  -39.51%
YTD
  -44.94%
1 Year
  -79.50%
3 Years     -
5 Years     -
1W High / 1W Low: 0.940 0.720
1M High / 1M Low: 0.940 0.670
6M High / 6M Low: 3.540 0.670
High (YTD): 2024-01-05 2.330
Low (YTD): 2024-04-11 0.670
52W High: 2023-04-26 4.810
52W Low: 2024-04-11 0.670
Avg. price 1W:   0.816
Avg. volume 1W:   0.000
Avg. price 1M:   0.754
Avg. volume 1M:   0.000
Avg. price 6M:   1.730
Avg. volume 6M:   0.000
Avg. price 1Y:   2.501
Avg. volume 1Y:   0.000
Volatility 1M:   123.30%
Volatility 6M:   108.68%
Volatility 1Y:   91.54%
Volatility 3Y:   -