BNP Paribas Call 55 TSN 17.01.2025
/ DE000PE9CV80
BNP Paribas Call 55 TSN 17.01.202.../ DE000PE9CV80 /
| 16/07/2024 09:43:11 |
Chg.0.000 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
55.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
PE9CV8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
17/02/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
-0.23 |
| Time value: |
0.55 |
| Break-even: |
60.50 |
| Moneyness: |
0.96 |
| Premium: |
0.15 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
0.52 |
| Theta: |
-0.02 |
| Omega: |
5.03 |
| Rho: |
0.11 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.92% |
| 1 Month |
|
|
+47.22% |
| 3 Months |
|
|
-33.75% |
| YTD |
|
|
-5.36% |
| 1 Year |
|
|
-13.11% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.460 |
| 1M High / 1M Low: |
0.590 |
0.380 |
| 6M High / 6M Low: |
0.950 |
0.360 |
| High (YTD): |
06/05/2024 |
0.950 |
| Low (YTD): |
14/06/2024 |
0.360 |
| 52W High: |
06/05/2024 |
0.950 |
| 52W Low: |
13/11/2023 |
0.280 |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.633 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.584 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
144.23% |
| Volatility 6M: |
|
116.70% |
| Volatility 1Y: |
|
113.32% |
| Volatility 3Y: |
|
- |
