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BNP Paribas Put 100 SWKS 20.12.20.../  DE000PN2K739  /

Frankfurt Zert./BNP
10/9/2024  5:21:06 PM Chg.-0.080 Bid5:22:35 PM Ask5:22:35 PM Underlying Strike price Expiration date Option type
0.740EUR -9.76% 0.730
Bid Size: 25,200		 0.750
Ask Size: 25,200		 Skyworks Solutions I... 100.00 USD 12/20/2024 Put
 

Master data

WKN: PN2K73
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 12/20/2024
Issue date: 4/26/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -10.55
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.35
Implied volatility: 0.43
Historic volatility: 0.32
Parity: 0.35
Time value: 0.48
Break-even: 82.81
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 2.47%
Delta: -0.53
Theta: -0.04
Omega: -5.61
Rho: -0.11
 

Quote data

Open: 0.830
High: 0.850
Low: 0.740
Previous Close: 0.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.63%
1 Month  
+1.37%
3 Months  
+29.82%
YTD  
+8.82%
1 Year
  -47.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.760
1M High / 1M Low: 0.870 0.580
6M High / 6M Low: 1.440 0.310
High (YTD): 5/2/2024 1.440
Low (YTD): 7/16/2024 0.310
52W High: 11/2/2023 2.040
52W Low: 7/16/2024 0.310
Avg. price 1W:   0.814
Avg. volume 1W:   0.000
Avg. price 1M:   0.740
Avg. volume 1M:   0.000
Avg. price 6M:   0.771
Avg. volume 6M:   0.000
Avg. price 1Y:   0.931
Avg. volume 1Y:   0.000
Volatility 1M:   236.79%
Volatility 6M:   257.98%
Volatility 1Y:   196.43%
Volatility 3Y:   -