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BNP Paribas Call 100 SWKS 20.12.2.../  DE000PN2K705  /

Frankfurt Zert./BNP
2024-06-04  3:50:31 PM Chg.-0.010 Bid2024-06-04 Ask2024-06-04 Underlying Strike price Expiration date Option type
0.540EUR -1.82% 0.540
Bid Size: 8,000		 0.560
Ask Size: 8,000		 Skyworks Solutions I... 100.00 USD 2024-12-20 Call
 

Master data

WKN: PN2K70
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-12-20
Issue date: 2023-04-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.70
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -0.79
Time value: 0.57
Break-even: 97.38
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 3.64%
Delta: 0.43
Theta: -0.02
Omega: 6.38
Rho: 0.17
 

Quote data

Open: 0.550
High: 0.550
Low: 0.530
Previous Close: 0.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.82%
1 Month
  -16.92%
3 Months
  -64.47%
YTD
  -75.12%
1 Year
  -74.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.520
1M High / 1M Low: 0.680 0.520
6M High / 6M Low: 2.170 0.520
High (YTD): 2024-01-23 1.840
Low (YTD): 2024-05-30 0.520
52W High: 2023-07-18 2.580
52W Low: 2024-05-30 0.520
Avg. price 1W:   0.546
Avg. volume 1W:   0.000
Avg. price 1M:   0.608
Avg. volume 1M:   0.000
Avg. price 6M:   1.359
Avg. volume 6M:   0.000
Avg. price 1Y:   1.554
Avg. volume 1Y:   0.000
Volatility 1M:   103.74%
Volatility 6M:   148.71%
Volatility 1Y:   126.32%
Volatility 3Y:   -