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BNP Paribas Call 90 SWKS 20.12.20.../  DE000PN8ZUU1  /

Frankfurt Zert./BNP
2024-06-04  2:50:37 PM Chg.-0.020 Bid2024-06-04 Ask2024-06-04 Underlying Strike price Expiration date Option type
0.930EUR -2.11% 0.930
Bid Size: 4,000		 0.980
Ask Size: 4,000		 Skyworks Solutions I... 90.00 USD 2024-12-20 Call
 

Master data

WKN: PN8ZUU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 90.00 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: 8.55
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.13
Implied volatility: 0.34
Historic volatility: 0.28
Parity: 0.13
Time value: 0.85
Break-even: 92.31
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 2.08%
Delta: 0.61
Theta: -0.02
Omega: 5.18
Rho: 0.22
 

Quote data

Open: 0.950
High: 0.960
Low: 0.930
Previous Close: 0.950
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.11%
1 Month
  -13.08%
3 Months
  -55.50%
YTD
  -66.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.910
1M High / 1M Low: 1.130 0.910
6M High / 6M Low: 2.790 0.910
High (YTD): 2024-01-23 2.440
Low (YTD): 2024-05-30 0.910
52W High: - -
52W Low: - -
Avg. price 1W:   0.948
Avg. volume 1W:   0.000
Avg. price 1M:   1.032
Avg. volume 1M:   0.000
Avg. price 6M:   1.898
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.90%
Volatility 6M:   126.86%
Volatility 1Y:   -
Volatility 3Y:   -