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BNP Paribas Call 140 SWKS 20.12.2.../  DE000PE9CPL8  /

Frankfurt Zert./BNP
2024-05-29  10:50:33 AM Chg.-0.003 Bid2024-05-29 Ask2024-05-29 Underlying Strike price Expiration date Option type
0.052EUR -5.45% 0.052
Bid Size: 10,500		 0.100
Ask Size: 10,500		 Skyworks Solutions I... 140.00 - 2024-12-20 Call
 

Master data

WKN: PE9CPL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2023-02-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 110.77
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.28
Parity: -5.58
Time value: 0.08
Break-even: 140.76
Moneyness: 0.60
Premium: 0.67
Premium p.a.: 1.50
Spread abs.: 0.02
Spread %: 35.71%
Delta: 0.07
Theta: -0.01
Omega: 8.23
Rho: 0.03
 

Quote data

Open: 0.053
High: 0.054
Low: 0.052
Previous Close: 0.055
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.46%
1 Month
  -80.74%
3 Months
  -80.74%
YTD
  -91.03%
1 Year
  -93.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.055
1M High / 1M Low: 0.290 0.055
6M High / 6M Low: 0.580 0.055
High (YTD): 2024-01-02 0.430
Low (YTD): 2024-05-28 0.055
52W High: 2023-07-18 0.990
52W Low: 2024-05-28 0.055
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.275
Avg. volume 6M:   0.000
Avg. price 1Y:   0.427
Avg. volume 1Y:   0.000
Volatility 1M:   315.96%
Volatility 6M:   212.91%
Volatility 1Y:   176.82%
Volatility 3Y:   -