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BNP Paribas Call 130 SWKS 20.12.2.../  DE000PE9CPK0  /

Frankfurt Zert./BNP
2024-06-04  7:50:25 PM Chg.-0.014 Bid8:17:17 PM Ask8:17:17 PM Underlying Strike price Expiration date Option type
0.076EUR -15.56% 0.076
Bid Size: 17,200		 0.096
Ask Size: 17,200		 Skyworks Solutions I... 130.00 - 2024-12-20 Call
 

Master data

WKN: PE9CPK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-12-20
Issue date: 2023-02-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 76.17
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.28
Parity: -4.62
Time value: 0.11
Break-even: 131.10
Moneyness: 0.64
Premium: 0.56
Premium p.a.: 1.27
Spread abs.: 0.02
Spread %: 22.22%
Delta: 0.10
Theta: -0.01
Omega: 7.93
Rho: 0.04
 

Quote data

Open: 0.080
High: 0.090
Low: 0.076
Previous Close: 0.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.56%
1 Month
  -41.54%
3 Months
  -83.48%
YTD
  -90.95%
1 Year
  -92.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.090
1M High / 1M Low: 0.120 0.090
6M High / 6M Low: 0.840 0.090
High (YTD): 2024-01-02 0.630
Low (YTD): 2024-06-03 0.090
52W High: 2023-07-18 1.290
52W Low: 2024-06-03 0.090
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.411
Avg. volume 6M:   0.000
Avg. price 1Y:   0.584
Avg. volume 1Y:   0.000
Volatility 1M:   146.12%
Volatility 6M:   204.09%
Volatility 1Y:   169.64%
Volatility 3Y:   -