BNP Paribas Call 80 SWKS 20.12.2024
/ DE000PN8ZUV9
BNP Paribas Call 80 SWKS 20.12.20.../ DE000PN8ZUV9 /
| 2024-05-29 8:59:33 AM |
Chg.-0.06 |
Bid11:31:26 AM |
Ask11:31:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
-3.80% |
1.50
Bid Size: 5,000 |
1.55
Ask Size: 5,000 |
Skyworks Solutions I... |
80.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN8ZUV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
1.05 |
| Time value: |
0.52 |
| Break-even: |
89.42 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.29% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
4.08 |
| Rho: |
0.27 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.17% |
| 1 Month |
|
|
-42.42% |
| 3 Months |
|
|
-38.21% |
| YTD |
|
|
-56.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.55 |
| 1M High / 1M Low: |
2.91 |
1.55 |
| 6M High / 6M Low: |
3.51 |
1.55 |
| High (YTD): |
2024-01-02 |
3.15 |
| Low (YTD): |
2024-05-24 |
1.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.70% |
| Volatility 6M: |
|
106.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
