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BNP Paribas Put 80 SWKS 20.12.202.../  DE000PN8ZUZ0  /

Frankfurt Zert./BNP
2024-06-04  7:50:31 PM Chg.+0.030 Bid7:56:48 PM Ask7:56:48 PM Underlying Strike price Expiration date Option type
0.410EUR +7.89% 0.410
Bid Size: 9,600		 0.430
Ask Size: 9,600		 Skyworks Solutions I... 80.00 USD 2024-12-20 Put
 

Master data

WKN: PN8ZUZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Put
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: -21.48
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.28
Parity: -1.04
Time value: 0.39
Break-even: 69.45
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 5.41%
Delta: -0.24
Theta: -0.02
Omega: -5.26
Rho: -0.13
 

Quote data

Open: 0.370
High: 0.410
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.13%
1 Month     0.00%
3 Months  
+46.43%
YTD  
+57.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.360
1M High / 1M Low: 0.420 0.320
6M High / 6M Low: 0.500 0.220
High (YTD): 2024-05-02 0.500
Low (YTD): 2024-04-29 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.367
Avg. volume 1M:   0.000
Avg. price 6M:   0.333
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.45%
Volatility 6M:   211.76%
Volatility 1Y:   -
Volatility 3Y:   -