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BNP Paribas Call 60 TSN 20.12.202.../  DE000PE9CV49  /

Frankfurt Zert./BNP
10/7/2024  9:50:34 PM Chg.-0.010 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
0.210EUR -4.55% 0.210
Bid Size: 15,000		 0.220
Ask Size: 15,000		 Tyson Foods 60.00 - 12/20/2024 Call
 

Master data

WKN: PE9CV4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 12/20/2024
Issue date: 2/17/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.20
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.20
Parity: -0.66
Time value: 0.23
Break-even: 62.30
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 1.14
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.34
Theta: -0.03
Omega: 7.89
Rho: 0.03
 

Quote data

Open: 0.210
High: 0.210
Low: 0.190
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -70.83%
3 Months
  -12.50%
YTD
  -40.00%
1 Year
  -19.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.200
1M High / 1M Low: 0.700 0.200
6M High / 6M Low: 0.720 0.180
High (YTD): 9/6/2024 0.720
Low (YTD): 6/14/2024 0.180
52W High: 9/6/2024 0.720
52W Low: 11/13/2023 0.160
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.343
Avg. volume 1M:   0.000
Avg. price 6M:   0.413
Avg. volume 6M:   0.000
Avg. price 1Y:   0.366
Avg. volume 1Y:   0.000
Volatility 1M:   239.26%
Volatility 6M:   169.38%
Volatility 1Y:   151.60%
Volatility 3Y:   -