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BNP Paribas Call 90 SWKS 17.01.20.../  DE000PN8ZUW7  /

Frankfurt Zert./BNP
11/11/2024  9:50:33 PM Chg.-0.050 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
0.470EUR -9.62% -
Bid Size: -		 -
Ask Size: -		 Skyworks Solutions I... 90.00 USD 1/17/2025 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: 1/17/2025
Issue date: 9/28/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.13
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.33
Parity: -0.08
Time value: 0.55
Break-even: 89.51
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.49
Spread abs.: 0.02
Spread %: 3.77%
Delta: 0.53
Theta: -0.05
Omega: 7.95
Rho: 0.07
 

Quote data

Open: 0.550
High: 0.550
Low: 0.440
Previous Close: 0.520
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -12.96%
1 Month
  -57.27%
3 Months
  -70.44%
YTD
  -83.39%
1 Year
  -65.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.470
1M High / 1M Low: 1.210 0.470
6M High / 6M Low: 3.040 0.470
High (YTD): 7/16/2024 3.040
Low (YTD): 11/11/2024 0.470
52W High: 7/16/2024 3.040
52W Low: 11/11/2024 0.470
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.859
Avg. volume 1M:   0.000
Avg. price 6M:   1.544
Avg. volume 6M:   0.000
Avg. price 1Y:   1.773
Avg. volume 1Y:   0.000
Volatility 1M:   186.99%
Volatility 6M:   167.71%
Volatility 1Y:   147.03%
Volatility 3Y:   -