BNP Paribas Call 150 SWKS 20.12.2024
/ DE000PE9CPM6
BNP Paribas Call 150 SWKS 20.12.2.../ DE000PE9CPM6 /
9/5/2024 9:50:34 PM |
Chg.-0.004 |
Bid9:54:54 PM |
Ask9:54:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.034EUR |
-10.53% |
0.035 Bid Size: 49,200 |
0.091 Ask Size: 49,200 |
Skyworks Solutions I... |
150.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PE9CPM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Skyworks Solutions Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/17/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
101.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.31 |
Parity: |
-5.75 |
Time value: |
0.09 |
Break-even: |
150.91 |
Moneyness: |
0.62 |
Premium: |
0.63 |
Premium p.a.: |
4.39 |
Spread abs.: |
0.05 |
Spread %: |
145.95% |
Delta: |
0.08 |
Theta: |
-0.02 |
Omega: |
8.15 |
Rho: |
0.02 |
Quote data
Open: |
0.016 |
High: |
0.039 |
Low: |
0.014 |
Previous Close: |
0.038 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-40.35% |
1 Month |
|
|
-22.73% |
3 Months |
|
|
+6.25% |
YTD |
|
|
-91.50% |
1 Year |
|
|
-92.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.057 |
0.034 |
1M High / 1M Low: |
0.074 |
0.034 |
6M High / 6M Low: |
0.330 |
0.028 |
High (YTD): |
7/16/2024 |
0.330 |
Low (YTD): |
6/4/2024 |
0.028 |
52W High: |
9/6/2023 |
0.480 |
52W Low: |
6/4/2024 |
0.028 |
Avg. price 1W: |
|
0.044 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.053 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.119 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.172 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
352.23% |
Volatility 6M: |
|
357.35% |
Volatility 1Y: |
|
286.59% |
Volatility 3Y: |
|
- |