BNP Paribas Call 80 SWKS 20.12.2024
/ DE000PN8ZUV9
BNP Paribas Call 80 SWKS 20.12.20.../ DE000PN8ZUV9 /
| 9/5/2024 9:07:52 AM |
Chg.+0.07 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
+3.29% |
-
Bid Size: - |
-
Ask Size: - |
Skyworks Solutions I... |
80.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PN8ZUV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.31 |
| Parity: |
2.03 |
| Time value: |
0.23 |
| Break-even: |
94.80 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
3.60 |
| Rho: |
0.17 |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
2.20 |
| Previous Close: |
2.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.73% |
| 1 Month |
|
|
-2.65% |
| 3 Months |
|
|
+48.65% |
| YTD |
|
|
-37.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.82 |
2.13 |
| 1M High / 1M Low: |
2.82 |
1.85 |
| 6M High / 6M Low: |
3.81 |
1.42 |
| High (YTD): |
7/17/2024 |
3.81 |
| Low (YTD): |
5/30/2024 |
1.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.93% |
| Volatility 6M: |
|
144.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
