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BNP Paribas Call 150 SWKS 17.01.2.../  DE000PE9CPV7  /

Frankfurt Zert./BNP
05/07/2024  21:50:32 Chg.+0.020 Bid05/07/2024 Ask05/07/2024 Underlying Strike price Expiration date Option type
0.140EUR +16.67% 0.140
Bid Size: 21,000		 0.160
Ask Size: 21,000		 Skyworks Solutions I... 150.00 - 17/01/2025 Call
 

Master data

WKN: PE9CPV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 17/01/2025
Issue date: 17/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 60.87
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.29
Parity: -5.26
Time value: 0.16
Break-even: 151.60
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 1.29
Spread abs.: 0.02
Spread %: 14.29%
Delta: 0.12
Theta: -0.02
Omega: 7.39
Rho: 0.05
 

Quote data

Open: 0.120
High: 0.140
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month  
+233.33%
3 Months
  -39.13%
YTD
  -68.18%
1 Year
  -78.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.180 0.042
6M High / 6M Low: 0.310 0.041
High (YTD): 02/01/2024 0.330
Low (YTD): 04/06/2024 0.041
52W High: 18/07/2023 0.810
52W Low: 04/06/2024 0.041
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.169
Avg. volume 6M:   0.000
Avg. price 1Y:   0.286
Avg. volume 1Y:   0.000
Volatility 1M:   511.68%
Volatility 6M:   284.55%
Volatility 1Y:   223.09%
Volatility 3Y:   -