BNP Paribas Put 100 SWKS 20.12.2024
/ DE000PN2K739
BNP Paribas Put 100 SWKS 20.12.20.../ DE000PN2K739 /
2024-06-04 2:50:32 PM |
Chg.+0.020 |
Bid2024-06-04 |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
1.240EUR |
+1.64% |
1.240 Bid Size: 4,100 |
1.290 Ask Size: 4,100 |
Skyworks Solutions I... |
100.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
PN2K73 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Skyworks Solutions Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-04-26 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
0.79 |
Implied volatility: |
0.35 |
Historic volatility: |
0.28 |
Parity: |
0.79 |
Time value: |
0.44 |
Break-even: |
79.38 |
Moneyness: |
1.09 |
Premium: |
0.05 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.65% |
Delta: |
-0.56 |
Theta: |
-0.02 |
Omega: |
-3.78 |
Rho: |
-0.32 |
Quote data
Open: |
1.210 |
High: |
1.240 |
Low: |
1.210 |
Previous Close: |
1.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-0.80% |
3 Months |
|
|
+51.22% |
YTD |
|
|
+82.35% |
1 Year |
|
|
-6.06% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.290 |
1.180 |
1M High / 1M Low: |
1.290 |
1.080 |
6M High / 6M Low: |
1.440 |
0.680 |
High (YTD): |
2024-05-02 |
1.440 |
Low (YTD): |
2024-03-28 |
0.710 |
52W High: |
2023-11-02 |
2.040 |
52W Low: |
2023-12-29 |
0.680 |
Avg. price 1W: |
|
1.242 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.185 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.942 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.129 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
70.90% |
Volatility 6M: |
|
175.17% |
Volatility 1Y: |
|
137.11% |
Volatility 3Y: |
|
- |