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BNP Paribas Call 50 TSN 20.12.202.../  DE000PN5BCQ4  /

EUWAX
2024-07-05  8:22:06 AM Chg.+0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.800EUR +1.27% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 50.00 USD 2024-12-20 Call
 

Master data

WKN: PN5BCQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.80
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.56
Implied volatility: 0.28
Historic volatility: 0.20
Parity: 0.56
Time value: 0.20
Break-even: 53.73
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.33%
Delta: 0.79
Theta: -0.01
Omega: 5.34
Rho: 0.15
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -1.23%
3 Months
  -27.93%
YTD  
+1.27%
1 Year
  -6.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.790
1M High / 1M Low: 0.900 0.620
6M High / 6M Low: 1.340 0.620
High (YTD): 2024-05-06 1.340
Low (YTD): 2024-06-17 0.620
52W High: 2024-05-06 1.340
52W Low: 2023-11-13 0.400
Avg. price 1W:   0.832
Avg. volume 1W:   0.000
Avg. price 1M:   0.779
Avg. volume 1M:   0.000
Avg. price 6M:   0.907
Avg. volume 6M:   0.000
Avg. price 1Y:   0.816
Avg. volume 1Y:   7.422
Volatility 1M:   122.01%
Volatility 6M:   100.67%
Volatility 1Y:   101.79%
Volatility 3Y:   -