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BNP Paribas Call 65 TSN 20.12.202.../  DE000PE9CV56  /

Frankfurt Zert./BNP
2024-07-26  9:50:36 PM Chg.+0.010 Bid2024-07-26 Ask2024-07-26 Underlying Strike price Expiration date Option type
0.260EUR +4.00% 0.260
Bid Size: 20,300		 0.270
Ask Size: 20,300		 Tyson Foods 65.00 - 2024-12-20 Call
 

Master data

WKN: PE9CV5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-12-20
Issue date: 2023-02-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.82
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.20
Parity: -0.88
Time value: 0.27
Break-even: 67.70
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.34
Theta: -0.02
Omega: 7.04
Rho: 0.07
 

Quote data

Open: 0.240
High: 0.270
Low: 0.230
Previous Close: 0.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+23.81%
1 Month  
+85.71%
3 Months
  -31.58%
YTD  
+13.04%
1 Year
  -36.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.200
1M High / 1M Low: 0.260 0.110
6M High / 6M Low: 0.420 0.081
High (YTD): 2024-05-03 0.420
Low (YTD): 2024-06-14 0.081
52W High: 2023-08-04 0.430
52W Low: 2024-06-14 0.081
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   0.228
Avg. volume 6M:   0.000
Avg. price 1Y:   0.229
Avg. volume 1Y:   0.000
Volatility 1M:   234.80%
Volatility 6M:   181.65%
Volatility 1Y:   164.43%
Volatility 3Y:   -