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BNP Paribas Call 170 AP2 17.01.20.../  DE000PE89XZ7  /

Frankfurt Zert./BNP
2024-06-28  9:50:31 PM Chg.+0.300 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
7.000EUR +4.48% 6.950
Bid Size: 2,900		 6.960
Ask Size: 2,900		 APPLIED MATERIALS IN... 170.00 - 2025-01-17 Call
 

Master data

WKN: PE89XZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.16
Leverage: Yes

Calculated values

Fair value: 5.59
Intrinsic value: 5.03
Implied volatility: 0.65
Historic volatility: 0.30
Parity: 5.03
Time value: 1.93
Break-even: 239.60
Moneyness: 1.30
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 0.14%
Delta: 0.79
Theta: -0.09
Omega: 2.51
Rho: 0.58
 

Quote data

Open: 6.710
High: 7.300
Low: 6.680
Previous Close: 6.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.86%
1 Month  
+23.46%
3 Months  
+44.33%
YTD  
+215.32%
1 Year  
+274.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.000 6.470
1M High / 1M Low: 8.070 4.940
6M High / 6M Low: 8.070 1.500
High (YTD): 2024-06-19 8.070
Low (YTD): 2024-01-10 1.500
52W High: 2024-06-19 8.070
52W Low: 2023-10-30 1.110
Avg. price 1W:   6.728
Avg. volume 1W:   0.000
Avg. price 1M:   6.485
Avg. volume 1M:   0.000
Avg. price 6M:   4.477
Avg. volume 6M:   0.000
Avg. price 1Y:   3.090
Avg. volume 1Y:   0.000
Volatility 1M:   95.25%
Volatility 6M:   122.40%
Volatility 1Y:   119.38%
Volatility 3Y:   -