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

EUWAX
2024-07-12  9:31:31 AM Chg.+0.006 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.058EUR +11.54% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 70.00 - 2024-12-20 Call
 

Master data

WKN: PE9CV6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-12-20
Issue date: 2023-02-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.20
Parity: -1.74
Time value: 0.09
Break-even: 70.91
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.98
Spread abs.: 0.03
Spread %: 54.24%
Delta: 0.15
Theta: -0.01
Omega: 8.92
Rho: 0.03
 

Quote data

Open: 0.058
High: 0.058
Low: 0.058
Previous Close: 0.052
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.57%
1 Month  
+31.82%
3 Months
  -71.00%
YTD
  -61.33%
1 Year
  -72.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.058 0.048
1M High / 1M Low: 0.076 0.036
6M High / 6M Low: 0.250 0.036
High (YTD): 2024-04-25 0.250
Low (YTD): 2024-06-14 0.036
52W High: 2023-08-04 0.300
52W Low: 2024-06-14 0.036
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.134
Avg. volume 6M:   0.000
Avg. price 1Y:   0.146
Avg. volume 1Y:   0.000
Volatility 1M:   271.77%
Volatility 6M:   192.41%
Volatility 1Y:   170.72%
Volatility 3Y:   -