BNP Paribas Call 70 TSN 20.06.202.../  DE000PC9W3E9  /

Frankfurt Zert./BNP
05/07/2024  19:50:28 Chg.-0.020 Bid05/07/2024 Ask05/07/2024 Underlying Strike price Expiration date Option type
0.160EUR -11.11% 0.160
Bid Size: 38,200
0.170
Ask Size: 38,200
Tyson Foods 70.00 USD 20/06/2025 Call
 

Master data

WKN: PC9W3E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 70.00 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: 24.93
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -1.24
Time value: 0.21
Break-even: 66.85
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 16.67%
Delta: 0.29
Theta: -0.01
Omega: 7.12
Rho: 0.12
 

Quote data

Open: 0.180
High: 0.180
Low: 0.160
Previous Close: 0.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month
  -15.79%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.170
1M High / 1M Low: 0.210 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -