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BNP Paribas Call 150 SWKS 17.01.2.../  DE000PE9CPV7  /

EUWAX
2024-06-03  9:27:11 AM Chg.+0.003 Bid5:20:11 PM Ask5:20:11 PM Underlying Strike price Expiration date Option type
0.049EUR +6.52% 0.025
Bid Size: 24,000		 0.091
Ask Size: 24,000		 Skyworks Solutions I... 150.00 - 2025-01-17 Call
 

Master data

WKN: PE9CPV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-02-17
Last trading day: 2025-01-16
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: 0.43
Historic volatility: 0.28
Parity: -6.46
Time value: 0.09
Break-even: 150.91
Moneyness: 0.57
Premium: 0.77
Premium p.a.: 1.49
Spread abs.: 0.04
Spread %: 85.71%
Delta: 0.08
Theta: -0.01
Omega: 7.39
Rho: 0.04
 

Quote data

Open: 0.049
High: 0.049
Low: 0.049
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.00%
1 Month
  -16.95%
3 Months
  -76.67%
YTD
  -89.11%
1 Year
  -91.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.040
1M High / 1M Low: 0.064 0.040
6M High / 6M Low: 0.450 0.040
High (YTD): 2024-01-02 0.350
Low (YTD): 2024-05-28 0.040
52W High: 2023-07-17 0.800
52W Low: 2024-05-28 0.040
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.211
Avg. volume 6M:   0.000
Avg. price 1Y:   0.335
Avg. volume 1Y:   0.000
Volatility 1M:   186.09%
Volatility 6M:   207.30%
Volatility 1Y:   165.71%
Volatility 3Y:   -