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

EUWAX
26/07/2024  08:22:55 Chg.+0.060 Bid17:53:45 Ask17:53:45 Underlying Strike price Expiration date Option type
0.650EUR +10.17% 0.690
Bid Size: 29,600
0.700
Ask Size: 29,600
Tyson Foods 60.00 USD 20/06/2025 Call
 

Master data

WKN: PC9W3G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 20/06/2025
Issue date: 15/05/2024
Last trading day: 19/06/2025
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: 0.650
Low: 0.650
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.17%
1 Month  
+35.42%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.570
1M High / 1M Low: 0.630 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.596
Avg. volume 1W:   0.000
Avg. price 1M:   0.494
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -