BNP Paribas Put 80 SWKS 20.12.2024
/ DE000PN8ZUZ0
BNP Paribas Put 80 SWKS 20.12.202.../ DE000PN8ZUZ0 /
| 06/09/2024 09:05:47 |
Chg.+0.020 |
Bid10:05:13 |
Ask10:05:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+18.18% |
0.140
Bid Size: 28,500 |
0.230
Ask Size: 28,500 |
Skyworks Solutions I... |
80.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
PN8ZUZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-53.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.31 |
| Parity: |
-1.93 |
| Time value: |
0.17 |
| Break-even: |
70.30 |
| Moneyness: |
0.79 |
| Premium: |
0.23 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.02 |
| Spread %: |
13.33% |
| Delta: |
-0.13 |
| Theta: |
-0.02 |
| Omega: |
-7.11 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.50% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-62.86% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.076 |
| 1M High / 1M Low: |
0.280 |
0.060 |
| 6M High / 6M Low: |
0.460 |
0.060 |
| High (YTD): |
02/05/2024 |
0.460 |
| Low (YTD): |
26/08/2024 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.235 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
460.84% |
| Volatility 6M: |
|
316.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
