BNP Paribas Call 160 SWKS 20.12.2.../  DE000PE9CPP9  /

EUWAX
2024-05-10  9:36:37 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.022EUR - -
Bid Size: -
-
Ask Size: -
Skyworks Solutions I... 160.00 - 2024-12-20 Call
 

Master data

WKN: PE9CPP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-12-20
Issue date: 2023-02-17
Last trading day: 2024-05-13
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 200.44
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.28
Parity: -7.58
Time value: 0.04
Break-even: 160.42
Moneyness: 0.53
Premium: 0.91
Premium p.a.: 2.15
Spread abs.: 0.02
Spread %: 90.91%
Delta: 0.04
Theta: -0.01
Omega: 8.41
Rho: 0.02
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.024
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -78.00%
3 Months
  -75.56%
YTD
  -92.14%
1 Year
  -95.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.110 0.022
6M High / 6M Low: 0.280 0.022
High (YTD): 2024-01-02 0.210
Low (YTD): 2024-05-10 0.022
52W High: 2023-07-17 0.570
52W Low: 2024-05-10 0.022
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.135
Avg. volume 6M:   0.000
Avg. price 1Y:   0.233
Avg. volume 1Y:   0.000
Volatility 1M:   404.53%
Volatility 6M:   209.39%
Volatility 1Y:   167.80%
Volatility 3Y:   -