BNP Paribas Call 40 TSN 20.12.2024
/ DE000PZ09995
BNP Paribas Call 40 TSN 20.12.202.../ DE000PZ09995 /
| 2024-07-23 9:50:25 PM |
Chg.-0.020 |
Bid9:58:35 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
-1.08% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
40.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PZ0999 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-07-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.20 |
| Parity: |
1.62 |
| Time value: |
0.22 |
| Break-even: |
58.40 |
| Moneyness: |
1.41 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.55% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
2.66 |
| Rho: |
0.12 |
Quote data
| Open: |
1.840 |
| High: |
1.860 |
| Low: |
1.810 |
| Previous Close: |
1.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.60% |
| 1 Month |
|
|
+10.84% |
| 3 Months |
|
|
-8.91% |
| YTD |
|
|
+30.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.860 |
1.840 |
| 1M High / 1M Low: |
1.940 |
1.560 |
| 6M High / 6M Low: |
2.090 |
1.240 |
| High (YTD): |
2024-05-03 |
2.090 |
| Low (YTD): |
2024-02-13 |
1.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.676 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.10% |
| Volatility 6M: |
|
61.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
