BNP Paribas Call 90 SWKS 17.01.2025
/ DE000PN8ZUW7
BNP Paribas Call 90 SWKS 17.01.20.../ DE000PN8ZUW7 /
| 05/09/2024 21:50:35 |
Chg.-0.120 |
Bid21:59:20 |
Ask21:59:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.470EUR |
-7.55% |
-
Bid Size: - |
-
Ask Size: - |
Skyworks Solutions I... |
90.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PN8ZUW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
28/09/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
1.13 |
| Time value: |
0.47 |
| Break-even: |
97.23 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
4.40 |
| Rho: |
0.20 |
Quote data
| Open: |
1.550 |
| High: |
1.630 |
| Low: |
1.470 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.99% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+41.35% |
| YTD |
|
|
-48.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.110 |
1.470 |
| 1M High / 1M Low: |
2.110 |
1.300 |
| 6M High / 6M Low: |
3.040 |
0.970 |
| High (YTD): |
16/07/2024 |
3.040 |
| Low (YTD): |
04/06/2024 |
0.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.842 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.36% |
| Volatility 6M: |
|
160.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
