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BNP Paribas Put 90 SWKS 21.06.202.../  DE000PN8ZUY3  /

EUWAX
2024-06-11  9:03:43 AM Chg.-0.087 Bid11:52:07 AM Ask11:52:07 AM Underlying Strike price Expiration date Option type
0.043EUR -66.92% 0.046
Bid Size: 10,000		 0.096
Ask Size: 10,000		 Skyworks Solutions I... 90.00 USD 2024-06-21 Put
 

Master data

WKN: PN8ZUY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Put
Strike price: 90.00 USD
Maturity: 2024-06-21
Issue date: 2023-09-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -95.48
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.28
Parity: -0.33
Time value: 0.09
Break-even: 82.71
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 4.56
Spread abs.: 0.04
Spread %: 82.00%
Delta: -0.26
Theta: -0.09
Omega: -24.83
Rho: -0.01
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -71.33%
1 Month
  -78.50%
3 Months
  -76.11%
YTD
  -74.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.100
1M High / 1M Low: 0.220 0.090
6M High / 6M Low: 0.400 0.062
High (YTD): 2024-01-17 0.400
Low (YTD): 2024-04-30 0.062
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   0.201
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   546.95%
Volatility 6M:   678.58%
Volatility 1Y:   -
Volatility 3Y:   -