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

EUWAX
2024-06-18  9:42:40 AM Chg.+0.030 Bid2024-06-18 Ask2024-06-18 Underlying Strike price Expiration date Option type
0.220EUR +15.79% 0.220
Bid Size: 10,000		 0.280
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: 41.24
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.29
Parity: -4.10
Time value: 0.24
Break-even: 142.40
Moneyness: 0.71
Premium: 0.44
Premium p.a.: 1.05
Spread abs.: 0.02
Spread %: 9.09%
Delta: 0.17
Theta: -0.02
Omega: 7.09
Rho: 0.07
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+272.88%
1 Month  
+254.84%
3 Months
  -29.03%
YTD
  -62.71%
1 Year
  -73.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.059
1M High / 1M Low: 0.220 0.047
6M High / 6M Low: 0.590 0.047
High (YTD): 2024-01-02 0.460
Low (YTD): 2024-06-10 0.047
52W High: 2023-07-17 0.980
52W Low: 2024-06-10 0.047
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.247
Avg. volume 6M:   32.258
Avg. price 1Y:   0.393
Avg. volume 1Y:   15.748
Volatility 1M:   725.83%
Volatility 6M:   352.44%
Volatility 1Y:   262.78%
Volatility 3Y:   -