BNP Paribas Call 90 SWKS 21.06.2024
/ DE000PN8ZUQ9
BNP Paribas Call 90 SWKS 21.06.20.../ DE000PN8ZUQ9 /
| 06/06/2024 08:59:29 |
Chg.+0.070 |
Bid19:00:31 |
Ask19:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+28.00% |
0.310
Bid Size: 9,678 |
0.330
Ask Size: 9,091 |
Skyworks Solutions I... |
90.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
PN8ZUQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
0.21 |
| Time value: |
0.15 |
| Break-even: |
86.37 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
0.66 |
| Theta: |
-0.08 |
| Omega: |
15.59 |
| Rho: |
0.02 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.38% |
| 1 Month |
|
|
-28.89% |
| 3 Months |
|
|
-75.94% |
| YTD |
|
|
-87.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.210 |
| 1M High / 1M Low: |
0.510 |
0.210 |
| 6M High / 6M Low: |
2.490 |
0.210 |
| High (YTD): |
02/01/2024 |
2.130 |
| Low (YTD): |
30/05/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.388 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
352.72% |
| Volatility 6M: |
|
220.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
