BNP Paribas Call 65 TSN 20.12.2024
/ DE000PE9CV56
BNP Paribas Call 65 TSN 20.12.202.../ DE000PE9CV56 /
02/09/2024 09:23:16 |
Chg.-0.010 |
Bid18:31:08 |
Ask18:31:08 |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-3.23% |
0.310 Bid Size: 9,678 |
- Ask Size: - |
Tyson Foods |
65.00 - |
20/12/2024 |
Call |
Master data
WKN: |
PE9CV5 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 - |
Maturity: |
20/12/2024 |
Issue date: |
17/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.19 |
Parity: |
-0.68 |
Time value: |
0.32 |
Break-even: |
68.20 |
Moneyness: |
0.90 |
Premium: |
0.17 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.01 |
Spread %: |
3.23% |
Delta: |
0.38 |
Theta: |
-0.03 |
Omega: |
6.92 |
Rho: |
0.06 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.310 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
+30.43% |
3 Months |
|
|
+76.47% |
YTD |
|
|
+30.43% |
1 Year |
|
|
0.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.270 |
1M High / 1M Low: |
0.380 |
0.180 |
6M High / 6M Low: |
0.400 |
0.079 |
High (YTD): |
06/05/2024 |
0.400 |
Low (YTD): |
14/06/2024 |
0.079 |
52W High: |
06/05/2024 |
0.400 |
52W Low: |
14/06/2024 |
0.079 |
Avg. price 1W: |
|
0.306 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.248 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.234 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.219 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
309.70% |
Volatility 6M: |
|
208.81% |
Volatility 1Y: |
|
181.39% |
Volatility 3Y: |
|
- |