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BNP Paribas Call 140 SWKS 20.12.2.../  DE000PE9CPL8  /

Frankfurt Zert./BNP
2024-06-12  12:50:38 PM Chg.+0.001 Bid1:00:31 PM Ask1:00:31 PM Underlying Strike price Expiration date Option type
0.074EUR +1.37% 0.074
Bid Size: 10,000		 0.120
Ask Size: 10,000		 Skyworks Solutions I... 140.00 - 2024-12-20 Call
 

Master data

WKN: PE9CPL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2023-02-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 95.31
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.29
Parity: -5.04
Time value: 0.09
Break-even: 140.94
Moneyness: 0.64
Premium: 0.57
Premium p.a.: 1.38
Spread abs.: 0.02
Spread %: 27.03%
Delta: 0.09
Theta: -0.01
Omega: 8.45
Rho: 0.04
 

Quote data

Open: 0.074
High: 0.074
Low: 0.074
Previous Close: 0.073
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+39.62%
1 Month  
+32.14%
3 Months
  -81.03%
YTD
  -87.24%
1 Year
  -90.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.073 0.048
1M High / 1M Low: 0.073 0.046
6M High / 6M Low: 0.580 0.046
High (YTD): 2024-01-02 0.430
Low (YTD): 2024-06-04 0.046
52W High: 2023-07-18 0.990
52W Low: 2024-06-04 0.046
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.255
Avg. volume 6M:   0.000
Avg. price 1Y:   0.401
Avg. volume 1Y:   0.000
Volatility 1M:   172.51%
Volatility 6M:   217.00%
Volatility 1Y:   180.18%
Volatility 3Y:   -