OverviewChartNewsTraderScreen

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

EUWAX
2024-06-19  8:24:38 AM Chg.0.000 Bid10:05:07 AM Ask10:05:07 AM Underlying Strike price Expiration date Option type
0.170EUR 0.00% 0.160
Bid Size: 10,000		 0.230
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: 49.57
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.14
Implied volatility: 0.41
Historic volatility: 0.29
Parity: 0.14
Time value: 0.06
Break-even: 99.78
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 2.24
Spread abs.: 0.02
Spread %: 11.11%
Delta: 0.68
Theta: -0.27
Omega: 33.91
Rho: 0.00
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16900.00%
1 Month  
+709.52%
3 Months
  -70.18%
YTD
  -88.28%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.001
1M High / 1M Low: 0.230 0.001
6M High / 6M Low: 1.450 0.001
High (YTD): 2024-01-02 1.140
Low (YTD): 2024-06-12 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.125
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.551
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79,021.04%
Volatility 6M:   31,761.11%
Volatility 1Y:   -
Volatility 3Y:   -