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

Frankfurt Zert./BNP
7/26/2024  9:50:44 PM Chg.+0.020 Bid7/26/2024 Ask7/26/2024 Underlying Strike price Expiration date Option type
0.320EUR +6.67% 0.320
Bid Size: 15,300
0.330
Ask Size: 15,300
Tyson Foods 70.00 USD 6/20/2025 Call
 

Master data

WKN: PC9W3E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 6/20/2025
Issue date: 5/15/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.92
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.89
Time value: 0.31
Break-even: 67.61
Moneyness: 0.86
Premium: 0.22
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.37
Theta: -0.01
Omega: 6.60
Rho: 0.16
 

Quote data

Open: 0.300
High: 0.320
Low: 0.290
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.52%
1 Month  
+68.42%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.260
1M High / 1M Low: 0.300 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.212
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -