BNP Paribas Call 95 SWKS 21.06.2024
/ DE000PN7CM68
BNP Paribas Call 95 SWKS 21.06.20.../ DE000PN7CM68 /
| 2024-06-18 8:24:36 AM |
Chg.+0.180 |
Bid4:12:24 PM |
Ask4:12:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+20.45% |
1.010
Bid Size: 24,400 |
-
Ask Size: - |
Skyworks Solutions I... |
95.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7CM6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.29 |
| Parity: |
1.05 |
| Time value: |
0.03 |
| Break-even: |
99.26 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
1.89% |
| Delta: |
0.93 |
| Theta: |
-0.18 |
| Omega: |
8.52 |
| Rho: |
0.01 |
Quote data
| Open: |
1.060 |
| High: |
1.060 |
| Low: |
1.060 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+863.64% |
| 1 Month |
|
|
+404.76% |
| 3 Months |
|
|
-15.20% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.110 |
| 1M High / 1M Low: |
1.070 |
0.042 |
| 6M High / 6M Low: |
2.120 |
0.042 |
| High (YTD): |
2024-01-02 |
1.750 |
| Low (YTD): |
2024-06-10 |
0.042 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.573 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.025 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,516.97% |
| Volatility 6M: |
|
640.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
