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BNP Paribas Put 100 SWKS 20.12.20.../  DE000PN2K739  /

EUWAX
2024-06-04  8:38:44 AM Chg.+0.08 Bid9:43:17 PM Ask9:43:17 PM Underlying Strike price Expiration date Option type
1.22EUR +7.02% 1.25
Bid Size: 8,200		 1.27
Ask Size: 8,200		 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: 1.22
High: 1.22
Low: 1.22
Previous Close: 1.14
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.17%
1 Month
  -8.27%
3 Months  
+52.50%
YTD  
+79.41%
1 Year
  -6.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.32 1.14
1M High / 1M Low: 1.32 1.06
6M High / 6M Low: 1.34 0.68
High (YTD): 2024-05-02 1.34
Low (YTD): 2024-04-30 0.70
52W High: 2023-11-01 1.99
52W Low: 2023-12-29 0.68
Avg. price 1W:   1.23
Avg. volume 1W:   0.00
Avg. price 1M:   1.18
Avg. volume 1M:   0.00
Avg. price 6M:   0.95
Avg. volume 6M:   0.00
Avg. price 1Y:   1.13
Avg. volume 1Y:   0.00
Volatility 1M:   93.19%
Volatility 6M:   168.36%
Volatility 1Y:   131.19%
Volatility 3Y:   -