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BNP Paribas Put 80 SWKS 17.01.202.../  DE000PN8ZU03  /

EUWAX
10/9/2024  9:03:29 AM Chg.-0.010 Bid5:35:31 PM Ask5:35:31 PM Underlying Strike price Expiration date Option type
0.200EUR -4.76% 0.170
Bid Size: 50,400		 0.190
Ask Size: 50,400		 Skyworks Solutions I... 80.00 USD 1/17/2025 Put
 

Master data

WKN: PN8ZU0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Put
Strike price: 80.00 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: -39.82
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.32
Parity: -1.47
Time value: 0.22
Break-even: 70.69
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.90
Spread abs.: 0.02
Spread %: 10.00%
Delta: -0.18
Theta: -0.03
Omega: -6.99
Rho: -0.05
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month     0.00%
3 Months  
+25.00%
YTD
  -31.03%
1 Year
  -71.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.190
1M High / 1M Low: 0.220 0.150
6M High / 6M Low: 0.500 0.080
High (YTD): 5/2/2024 0.500
Low (YTD): 8/26/2024 0.080
52W High: 11/1/2023 1.010
52W Low: 8/26/2024 0.080
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.242
Avg. volume 6M:   0.000
Avg. price 1Y:   0.362
Avg. volume 1Y:   0.000
Volatility 1M:   219.80%
Volatility 6M:   290.00%
Volatility 1Y:   219.04%
Volatility 3Y:   -