BNP Paribas Call 150 SWKS 20.12.2024
/ DE000PE9CPM6
BNP Paribas Call 150 SWKS 20.12.2.../ DE000PE9CPM6 /
2024-06-12 3:50:45 PM |
Chg.+0.019 |
Bid3:50:53 PM |
Ask3:50:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.063EUR |
+43.18% |
0.063 Bid Size: 24,400 |
0.091 Ask Size: 24,400 |
Skyworks Solutions I... |
150.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PE9CPM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Skyworks Solutions Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-17 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
98.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.29 |
Parity: |
-6.04 |
Time value: |
0.09 |
Break-even: |
150.91 |
Moneyness: |
0.60 |
Premium: |
0.68 |
Premium p.a.: |
1.71 |
Spread abs.: |
0.05 |
Spread %: |
102.22% |
Delta: |
0.08 |
Theta: |
-0.01 |
Omega: |
7.86 |
Rho: |
0.03 |
Quote data
Open: |
0.045 |
High: |
0.063 |
Low: |
0.044 |
Previous Close: |
0.044 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+90.91% |
1 Month |
|
|
+85.29% |
3 Months |
|
|
-75.77% |
YTD |
|
|
-84.25% |
1 Year |
|
|
-88.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.044 |
0.029 |
1M High / 1M Low: |
0.044 |
0.028 |
6M High / 6M Low: |
0.400 |
0.028 |
High (YTD): |
2024-01-02 |
0.290 |
Low (YTD): |
2024-06-04 |
0.028 |
52W High: |
2023-07-18 |
0.760 |
52W Low: |
2024-06-04 |
0.028 |
Avg. price 1W: |
|
0.035 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.035 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.168 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.286 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
188.67% |
Volatility 6M: |
|
237.94% |
Volatility 1Y: |
|
194.79% |
Volatility 3Y: |
|
- |