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

EUWAX
6/3/2024  9:27:11 AM Chg.+0.007 Bid5:28:43 PM Ask5:28:43 PM Underlying Strike price Expiration date Option type
0.058EUR +13.73% 0.032
Bid Size: 22,400		 0.092
Ask Size: 22,400		 Skyworks Solutions I... 140.00 - 12/20/2024 Call
 

Master data

WKN: PE9CPL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 12/20/2024
Issue date: 2/17/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 93.82
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.28
Parity: -5.46
Time value: 0.09
Break-even: 140.91
Moneyness: 0.61
Premium: 0.65
Premium p.a.: 1.50
Spread abs.: 0.03
Spread %: 56.90%
Delta: 0.08
Theta: -0.01
Omega: 7.94
Rho: 0.03
 

Quote data

Open: 0.058
High: 0.058
Low: 0.058
Previous Close: 0.051
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.75%
1 Month
  -15.94%
3 Months
  -78.52%
YTD
  -90.17%
1 Year
  -92.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.057 0.047
1M High / 1M Low: 0.073 0.047
6M High / 6M Low: 0.590 0.047
High (YTD): 1/2/2024 0.460
Low (YTD): 5/28/2024 0.047
52W High: 7/17/2023 0.980
52W Low: 5/28/2024 0.047
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   32.258
Avg. price 1Y:   0.419
Avg. volume 1Y:   15.748
Volatility 1M:   180.12%
Volatility 6M:   218.40%
Volatility 1Y:   172.97%
Volatility 3Y:   -