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BNP Paribas Call 110 SWKS 17.01.2.../  DE000PE9CPR5  /

EUWAX
10/9/2024  9:24:09 AM Chg.0.000 Bid9:01:05 PM Ask9:01:05 PM Underlying Strike price Expiration date Option type
0.280EUR 0.00% 0.330
Bid Size: 34,400		 0.350
Ask Size: 34,400		 Skyworks Solutions I... 110.00 - 1/17/2025 Call
 

Master data

WKN: PE9CPR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 1/17/2025
Issue date: 2/17/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.26
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.32
Parity: -2.24
Time value: 0.31
Break-even: 113.10
Moneyness: 0.80
Premium: 0.29
Premium p.a.: 1.54
Spread abs.: 0.02
Spread %: 6.90%
Delta: 0.25
Theta: -0.04
Omega: 7.06
Rho: 0.05
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month
  -40.43%
3 Months
  -68.54%
YTD
  -83.53%
1 Year
  -75.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.270
1M High / 1M Low: 0.560 0.270
6M High / 6M Low: 1.690 0.270
High (YTD): 7/17/2024 1.690
Low (YTD): 10/2/2024 0.270
52W High: 12/28/2023 1.710
52W Low: 10/2/2024 0.270
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.386
Avg. volume 1M:   0.000
Avg. price 6M:   0.719
Avg. volume 6M:   54.264
Avg. price 1Y:   0.891
Avg. volume 1Y:   27.451
Volatility 1M:   196.94%
Volatility 6M:   266.68%
Volatility 1Y:   206.78%
Volatility 3Y:   -