OverviewChartNewsTraderScreen

BNP Paribas Call 105 SWKS 21.06.2.../  DE000PN7CM84  /

Frankfurt Zert./BNP
2024-06-18  9:50:27 PM Chg.-0.040 Bid9:57:41 PM Ask9:57:41 PM Underlying Strike price Expiration date Option type
0.160EUR -20.00% 0.180
Bid Size: 10,000		 0.200
Ask Size: 10,000		 Skyworks Solutions I... 105.00 USD 2024-06-21 Call
 

Master data

WKN: PN7CM8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 105.00 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: 47.13
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.12
Implied volatility: 0.39
Historic volatility: 0.29
Parity: 0.12
Time value: 0.09
Break-even: 99.87
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 1.97
Spread abs.: 0.02
Spread %: 10.53%
Delta: 0.65
Theta: -0.22
Omega: 30.41
Rho: 0.01
 

Quote data

Open: 0.170
High: 0.230
Low: 0.140
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15900.00%
1 Month  
+1233.33%
3 Months
  -70.91%
YTD
  -88.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.001
1M High / 1M Low: 0.240 0.001
6M High / 6M Low: 1.440 0.001
High (YTD): 2024-01-23 1.090
Low (YTD): 2024-06-11 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.556
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   31,473.82%
Volatility 6M:   12,349.65%
Volatility 1Y:   -
Volatility 3Y:   -