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

Frankfurt Zert./BNP
2024-07-26  9:50:26 PM Chg.+0.010 Bid9:55:41 PM Ask9:55:41 PM Underlying Strike price Expiration date Option type
0.140EUR +7.69% 0.140
Bid Size: 25,700		 0.150
Ask Size: 25,700		 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: 37.47
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.20
Parity: -1.38
Time value: 0.15
Break-even: 71.50
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.83
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.22
Theta: -0.01
Omega: 8.32
Rho: 0.04
 

Quote data

Open: 0.120
High: 0.140
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+27.27%
1 Month  
+118.75%
3 Months
  -39.13%
YTD     0.00%
1 Year
  -51.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.140 0.047
6M High / 6M Low: 0.260 0.038
High (YTD): 2024-05-03 0.260
Low (YTD): 2024-06-14 0.038
52W High: 2023-08-04 0.300
52W Low: 2024-06-14 0.038
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   0.130
Avg. volume 6M:   0.000
Avg. price 1Y:   0.141
Avg. volume 1Y:   0.000
Volatility 1M:   268.00%
Volatility 6M:   207.43%
Volatility 1Y:   184.04%
Volatility 3Y:   -