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

Frankfurt Zert./BNP
2024-04-25  6:50:31 PM Chg.+0.010 Bid6:51:49 PM Ask6:51:49 PM Underlying Strike price Expiration date Option type
0.870EUR +1.16% 0.860
Bid Size: 34,200		 0.880
Ask Size: 34,200		 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: -21.06
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.31
Parity: -2.32
Time value: 0.87
Break-even: 151.30
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 1.16%
Delta: -0.24
Theta: -0.03
Omega: -5.04
Rho: -0.38
 

Quote data

Open: 0.890
High: 0.900
Low: 0.850
Previous Close: 0.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.45%
1 Month  
+22.54%
3 Months
  -41.22%
YTD
  -51.12%
1 Year
  -81.80%
3 Years     -
5 Years     -
1W High / 1W Low: 1.050 0.860
1M High / 1M Low: 1.050 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:   0.954
Avg. volume 1W:   0.000
Avg. price 1M:   0.798
Avg. volume 1M:   0.000
Avg. price 6M:   1.656
Avg. volume 6M:   0.000
Avg. price 1Y:   2.444
Avg. volume 1Y:   0.000
Volatility 1M:   125.52%
Volatility 6M:   110.20%
Volatility 1Y:   92.68%
Volatility 3Y:   -