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BNP Paribas Call 50 TSN 17.01.202.../  DE000PN5BCU6  /

EUWAX
17/07/2024  08:23:25 Chg.+0.120 Bid10:05:15 Ask10:05:15 Underlying Strike price Expiration date Option type
0.980EUR +13.95% 0.980
Bid Size: 25,700		 0.990
Ask Size: 25,700		 Tyson Foods 50.00 - 17/01/2025 Call
 

Master data

WKN: PN5BCU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 17/01/2025
Issue date: 27/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.42
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.42
Implied volatility: 0.49
Historic volatility: 0.20
Parity: 0.42
Time value: 0.58
Break-even: 60.00
Moneyness: 1.08
Premium: 0.11
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 1.01%
Delta: 0.68
Theta: -0.02
Omega: 3.66
Rho: 0.13
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 0.860
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.95%
1 Month  
+53.13%
3 Months
  -7.55%
YTD  
+20.99%
1 Year  
+22.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.760
1M High / 1M Low: 0.920 0.640
6M High / 6M Low: 1.350 0.640
High (YTD): 06/05/2024 1.350
Low (YTD): 17/06/2024 0.640
52W High: 06/05/2024 1.350
52W Low: 13/11/2023 0.420
Avg. price 1W:   0.818
Avg. volume 1W:   0.000
Avg. price 1M:   0.810
Avg. volume 1M:   0.000
Avg. price 6M:   0.922
Avg. volume 6M:   0.000
Avg. price 1Y:   0.835
Avg. volume 1Y:   0.000
Volatility 1M:   112.46%
Volatility 6M:   96.88%
Volatility 1Y:   97.87%
Volatility 3Y:   -