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BNP Paribas Put 110 SWKS 20.12.20.../  DE000PE9CP70  /

Frankfurt Zert./BNP
2024-06-11  9:50:20 PM Chg.-0.160 Bid9:58:23 PM Ask9:58:23 PM Underlying Strike price Expiration date Option type
1.590EUR -9.14% 1.570
Bid Size: 4,800		 1.590
Ask Size: 4,800		 Skyworks Solutions I... 110.00 - 2024-12-20 Put
 

Master data

WKN: PE9CP7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 2024-12-20
Issue date: 2023-02-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.94
Leverage: Yes

Calculated values

Fair value: 2.31
Intrinsic value: 2.31
Implied volatility: -
Historic volatility: 0.28
Parity: 2.31
Time value: -0.55
Break-even: 92.40
Moneyness: 1.27
Premium: -0.06
Premium p.a.: -0.12
Spread abs.: 0.02
Spread %: 1.15%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.740
High: 1.840
Low: 1.590
Previous Close: 1.750
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.97%
1 Month
  -16.32%
3 Months  
+41.96%
YTD  
+55.88%
1 Year
  -3.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.900 1.590
1M High / 1M Low: 1.970 1.590
6M High / 6M Low: 2.130 1.020
High (YTD): 2024-05-02 2.130
Low (YTD): 2024-03-12 1.120
52W High: 2023-11-02 2.710
52W Low: 2023-12-29 1.020
Avg. price 1W:   1.788
Avg. volume 1W:   0.000
Avg. price 1M:   1.816
Avg. volume 1M:   0.000
Avg. price 6M:   1.436
Avg. volume 6M:   0.000
Avg. price 1Y:   1.608
Avg. volume 1Y:   0.000
Volatility 1M:   67.76%
Volatility 6M:   154.27%
Volatility 1Y:   122.08%
Volatility 3Y:   -