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BNP Paribas Call 55 TSN 17.01.202.../  DE000PE9CV80  /

EUWAX
2024-08-15  9:36:14 AM Chg.+0.070 Bid6:35:00 PM Ask6:35:00 PM Underlying Strike price Expiration date Option type
0.820EUR +9.33% 0.790
Bid Size: 51,600		 0.800
Ask Size: 51,600		 Tyson Foods 55.00 - 2025-01-17 Call
 

Master data

WKN: PE9CV8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2025-01-17
Issue date: 2023-02-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.95
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.13
Implied volatility: 0.49
Historic volatility: 0.19
Parity: 0.13
Time value: 0.68
Break-even: 63.10
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 1.25%
Delta: 0.61
Theta: -0.02
Omega: 4.25
Rho: 0.11
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.89%
1 Month  
+54.72%
3 Months  
+3.80%
YTD  
+46.43%
1 Year  
+20.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.710
1M High / 1M Low: 0.910 0.530
6M High / 6M Low: 0.950 0.360
High (YTD): 2024-05-06 0.950
Low (YTD): 2024-06-14 0.360
52W High: 2024-05-06 0.950
52W Low: 2023-11-13 0.280
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.729
Avg. volume 1M:   0.000
Avg. price 6M:   0.659
Avg. volume 6M:   0.000
Avg. price 1Y:   0.587
Avg. volume 1Y:   0.000
Volatility 1M:   165.86%
Volatility 6M:   123.24%
Volatility 1Y:   118.01%
Volatility 3Y:   -