OverviewChartNewsTraderScreen

BNP Paribas Call 120 SWKS 20.12.2.../  DE000PE9CPJ2  /

Frankfurt Zert./BNP
2024-06-04  9:50:24 PM Chg.-0.020 Bid2024-06-04 Ask2024-06-04 Underlying Strike price Expiration date Option type
0.140EUR -12.50% 0.150
Bid Size: 10,000		 0.170
Ask Size: 10,000		 Skyworks Solutions I... 120.00 - 2024-12-20 Call
 

Master data

WKN: PE9CPJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-12-20
Issue date: 2023-02-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.55
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.28
Parity: -3.62
Time value: 0.18
Break-even: 121.80
Moneyness: 0.70
Premium: 0.45
Premium p.a.: 0.99
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.16
Theta: -0.02
Omega: 7.35
Rho: 0.06
 

Quote data

Open: 0.160
High: 0.160
Low: 0.140
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -33.33%
3 Months
  -80.00%
YTD
  -88.24%
1 Year
  -89.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.210 0.150
6M High / 6M Low: 1.190 0.150
High (YTD): 2024-01-23 0.920
Low (YTD): 2024-05-30 0.150
52W High: 2023-07-18 1.650
52W Low: 2024-05-30 0.150
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.182
Avg. volume 1M:   0.000
Avg. price 6M:   0.626
Avg. volume 6M:   0.000
Avg. price 1Y:   0.820
Avg. volume 1Y:   0.000
Volatility 1M:   111.10%
Volatility 6M:   185.25%
Volatility 1Y:   155.44%
Volatility 3Y:   -