BNP Paribas Call 60 TSN 20.12.2024
/ DE000PE9CV49
BNP Paribas Call 60 TSN 20.12.202.../ DE000PE9CV49 /
| 28/06/2024 09:28:17 |
Chg.-0.020 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-7.14% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
60.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PE9CV4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
17/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
-0.67 |
| Time value: |
0.30 |
| Break-even: |
63.00 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
6.80 |
| Rho: |
0.08 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
-16.13% |
| 3 Months |
|
|
-49.02% |
| YTD |
|
|
-27.78% |
| 1 Year |
|
|
-35.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.260 |
| 1M High / 1M Low: |
0.340 |
0.170 |
| 6M High / 6M Low: |
0.630 |
0.170 |
| High (YTD): |
06/05/2024 |
0.630 |
| Low (YTD): |
14/06/2024 |
0.170 |
| 52W High: |
06/05/2024 |
0.630 |
| 52W Low: |
13/11/2023 |
0.160 |
| Avg. price 1W: |
|
0.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.395 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.376 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
176.53% |
| Volatility 6M: |
|
139.62% |
| Volatility 1Y: |
|
134.18% |
| Volatility 3Y: |
|
- |
