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BNP Paribas Call 70 TSN 20.12.202.../  DE000PE9CV64  /

EUWAX
9/13/2024  9:27:15 AM Chg.-0.003 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.070EUR -4.11% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 70.00 - 12/20/2024 Call
 

Master data

WKN: PE9CV6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 12/20/2024
Issue date: 2/17/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 60.92
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.20
Parity: -1.46
Time value: 0.09
Break-even: 70.91
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 1.53
Spread abs.: 0.03
Spread %: 42.19%
Delta: 0.16
Theta: -0.02
Omega: 9.98
Rho: 0.02
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.073
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.33%
1 Month
  -30.00%
3 Months  
+94.44%
YTD
  -53.33%
1 Year
  -70.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.070
1M High / 1M Low: 0.190 0.070
6M High / 6M Low: 0.250 0.036
High (YTD): 4/25/2024 0.250
Low (YTD): 6/14/2024 0.036
52W High: 4/25/2024 0.250
52W Low: 6/14/2024 0.036
Avg. price 1W:   0.127
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.127
Avg. volume 6M:   0.000
Avg. price 1Y:   0.126
Avg. volume 1Y:   0.000
Volatility 1M:   352.11%
Volatility 6M:   250.12%
Volatility 1Y:   210.25%
Volatility 3Y:   -