BNP Paribas Call 60 TSN 20.06.202.../  DE000PC9W3G4  /

Frankfurt Zert./BNP
2024-07-26  4:50:39 PM Chg.+0.010 Bid2024-07-26 Ask2024-07-26 Underlying Strike price Expiration date Option type
0.670EUR +1.52% 0.670
Bid Size: 29,600
0.680
Ask Size: 29,600
Tyson Foods 60.00 USD 2025-06-20 Call
 

Master data

WKN: PC9W3G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-06-20
Issue date: 2024-05-15
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.55
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.03
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.03
Time value: 0.62
Break-even: 61.79
Moneyness: 1.00
Premium: 0.11
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.61
Theta: -0.01
Omega: 5.20
Rho: 0.25
 

Quote data

Open: 0.650
High: 0.670
Low: 0.640
Previous Close: 0.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.84%
1 Month  
+42.55%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.580
1M High / 1M Low: 0.660 0.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.505
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -