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

EUWAX
2024-07-26  9:36:02 AM Chg.+0.070 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.730EUR +10.61% -
Bid Size: -		 -
Ask Size: -		 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: 7.21
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.12
Implied volatility: 0.49
Historic volatility: 0.20
Parity: 0.12
Time value: 0.66
Break-even: 62.80
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 1.30%
Delta: 0.61
Theta: -0.03
Omega: 4.37
Rho: 0.11
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.82%
1 Month  
+52.08%
3 Months
  -18.89%
YTD  
+35.19%
1 Year
  -7.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.620
1M High / 1M Low: 0.730 0.430
6M High / 6M Low: 0.930 0.340
High (YTD): 2024-05-06 0.930
Low (YTD): 2024-06-14 0.340
52W High: 2024-05-06 0.930
52W Low: 2023-11-13 0.260
Avg. price 1W:   0.668
Avg. volume 1W:   0.000
Avg. price 1M:   0.556
Avg. volume 1M:   0.000
Avg. price 6M:   0.616
Avg. volume 6M:   0.000
Avg. price 1Y:   0.562
Avg. volume 1Y:   0.000
Volatility 1M:   132.37%
Volatility 6M:   125.56%
Volatility 1Y:   119.51%
Volatility 3Y:   -