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BNP Paribas Call 55 TSN 20.12.202.../  DE000PE9CV31  /

Frankfurt Zert./BNP
2024-07-05  9:50:21 PM Chg.-0.030 Bid9:59:08 PM Ask9:59:08 PM Underlying Strike price Expiration date Option type
0.450EUR -6.25% 0.440
Bid Size: 21,200		 0.450
Ask Size: 21,200		 Tyson Foods 55.00 - 2024-12-20 Call
 

Master data

WKN: PE9CV3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-12-20
Issue date: 2023-02-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.48
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.20
Parity: -0.33
Time value: 0.45
Break-even: 59.50
Moneyness: 0.94
Premium: 0.15
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.49
Theta: -0.02
Omega: 5.57
Rho: 0.09
 

Quote data

Open: 0.480
High: 0.480
Low: 0.430
Previous Close: 0.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month
  -10.00%
3 Months
  -41.56%
YTD
  -15.09%
1 Year
  -26.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.450
1M High / 1M Low: 0.570 0.350
6M High / 6M Low: 0.940 0.350
High (YTD): 2024-05-03 0.940
Low (YTD): 2024-06-14 0.350
52W High: 2024-05-03 0.940
52W Low: 2023-11-13 0.260
Avg. price 1W:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   0.465
Avg. volume 1M:   0.000
Avg. price 6M:   0.612
Avg. volume 6M:   0.000
Avg. price 1Y:   0.564
Avg. volume 1Y:   0.000
Volatility 1M:   154.29%
Volatility 6M:   113.78%
Volatility 1Y:   114.34%
Volatility 3Y:   -