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

EUWAX
2024-10-09  8:41:11 AM Chg.0.000 Bid10:05:09 AM Ask10:05:09 AM Underlying Strike price Expiration date Option type
0.830EUR 0.00% 0.810
Bid Size: 12,700		 0.860
Ask Size: 12,700		 Skyworks Solutions I... 100.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-04-26
Last trading day: 2024-12-19
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: 0.830
Low: 0.830
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.49%
1 Month  
+12.16%
3 Months  
+45.61%
YTD  
+22.06%
1 Year
  -40.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.770
1M High / 1M Low: 0.860 0.590
6M High / 6M Low: 1.340 0.320
High (YTD): 2024-05-02 1.340
Low (YTD): 2024-07-17 0.320
52W High: 2023-11-01 1.990
52W Low: 2024-07-17 0.320
Avg. price 1W:   0.812
Avg. volume 1W:   0.000
Avg. price 1M:   0.728
Avg. volume 1M:   0.000
Avg. price 6M:   0.770
Avg. volume 6M:   0.000
Avg. price 1Y:   0.932
Avg. volume 1Y:   0.000
Volatility 1M:   191.26%
Volatility 6M:   250.89%
Volatility 1Y:   190.36%
Volatility 3Y:   -