BNP Paribas Call 100 SWKS 20.12.2024
/ DE000PN2K705
BNP Paribas Call 100 SWKS 20.12.2.../ DE000PN2K705 /
2024-05-29 12:21:05 PM |
Chg.-0.010 |
Bid2024-05-29 |
Ask2024-05-29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
-1.82% |
0.540 Bid Size: 5,556 |
0.590 Ask Size: 5,085 |
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: |
14.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.28 |
Parity: |
-0.80 |
Time value: |
0.59 |
Break-even: |
98.06 |
Moneyness: |
0.91 |
Premium: |
0.16 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.02 |
Spread %: |
3.51% |
Delta: |
0.44 |
Theta: |
-0.02 |
Omega: |
6.25 |
Rho: |
0.17 |
Quote data
Open: |
0.550 |
High: |
0.560 |
Low: |
0.540 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.63% |
1 Month |
|
|
-64.94% |
3 Months |
|
|
-63.27% |
YTD |
|
|
-75.12% |
1 Year |
|
|
-75.23% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.550 |
1M High / 1M Low: |
1.590 |
0.540 |
6M High / 6M Low: |
2.170 |
0.540 |
High (YTD): |
2024-01-23 |
1.840 |
Low (YTD): |
2024-05-02 |
0.540 |
52W High: |
2023-07-18 |
2.580 |
52W Low: |
2024-05-02 |
0.540 |
Avg. price 1W: |
|
0.586 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.710 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.382 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.581 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
258.01% |
Volatility 6M: |
|
148.60% |
Volatility 1Y: |
|
125.76% |
Volatility 3Y: |
|
- |