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BNP Paribas Call 100 SWKS 21.06.2.../  DE000PN7CM76  /

EUWAX
2024-06-06  8:23:40 AM Chg.-0.001 Bid1:05:46 PM Ask1:05:46 PM Underlying Strike price Expiration date Option type
0.010EUR -9.09% 0.010
Bid Size: 10,000		 0.091
Ask Size: 10,000		 Skyworks Solutions I... 100.00 USD 2024-06-21 Call
 

Master data

WKN: PN7CM7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 93.26
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.28
Parity: -0.71
Time value: 0.09
Break-even: 92.87
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 7.98
Spread abs.: 0.07
Spread %: 355.00%
Delta: 0.21
Theta: -0.08
Omega: 19.77
Rho: 0.01
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.011
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -88.89%
3 Months
  -98.68%
YTD
  -99.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.011
1M High / 1M Low: 0.090 0.011
6M High / 6M Low: 1.770 0.011
High (YTD): 2024-01-02 1.430
Low (YTD): 2024-06-05 0.011
52W High: - -
52W Low: - -
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.835
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   628.66%
Volatility 6M:   332.61%
Volatility 1Y:   -
Volatility 3Y:   -