BNP Paribas Call 110 SWKS 20.12.2024
/ DE000PE9CPH6
BNP Paribas Call 110 SWKS 20.12.2.../ DE000PE9CPH6 /
| 7/30/2024 9:30:52 AM |
Chg.-0.01 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
-0.68% |
-
Bid Size: - |
-
Ask Size: - |
Skyworks Solutions I... |
110.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PE9CPH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/17/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.30 |
| Parity: |
-0.15 |
| Time value: |
1.46 |
| Break-even: |
124.60 |
| Moneyness: |
0.99 |
| Premium: |
0.15 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
1.39% |
| Delta: |
0.57 |
| Theta: |
-0.06 |
| Omega: |
4.22 |
| Rho: |
0.18 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.68% |
| 1 Month |
|
|
+80.25% |
| 3 Months |
|
|
+37.74% |
| YTD |
|
|
-10.98% |
| 1 Year |
|
|
-28.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.20 |
| 1M High / 1M Low: |
1.61 |
0.70 |
| 6M High / 6M Low: |
1.61 |
0.27 |
| High (YTD): |
7/17/2024 |
1.61 |
| Low (YTD): |
6/10/2024 |
0.27 |
| 52W High: |
7/31/2023 |
2.07 |
| 52W Low: |
6/10/2024 |
0.27 |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.00 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
190.90% |
| Volatility 6M: |
|
240.14% |
| Volatility 1Y: |
|
186.27% |
| Volatility 3Y: |
|
- |
