BNP Paribas Call 50 TSN 20.06.202.../  DE000PC9W3J8  /

Frankfurt Zert./BNP
7/26/2024  5:35:20 PM Chg.+0.020 Bid5:46:45 PM Ask5:46:45 PM Underlying Strike price Expiration date Option type
1.260EUR +1.61% 1.270
Bid Size: 42,000
1.290
Ask Size: 42,000
Tyson Foods 50.00 USD 6/20/2025 Call
 

Master data

WKN: PC9W3J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 6/20/2025
Issue date: 5/15/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.48
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 0.95
Implied volatility: 0.28
Historic volatility: 0.20
Parity: 0.95
Time value: 0.29
Break-even: 58.48
Moneyness: 1.21
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.64%
Delta: 0.83
Theta: -0.01
Omega: 3.74
Rho: 0.31
 

Quote data

Open: 1.220
High: 1.260
Low: 1.210
Previous Close: 1.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.78%
1 Month  
+27.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 1.140
1M High / 1M Low: 1.240 0.900
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.172
Avg. volume 1W:   0.000
Avg. price 1M:   1.036
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -