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

Frankfurt Zert./BNP
03/09/2024  18:05:13 Chg.+0.010 Bid03/09/2024 Ask03/09/2024 Underlying Strike price Expiration date Option type
0.150EUR +7.14% 0.150
Bid Size: 33,200		 0.160
Ask Size: 33,200		 Tyson Foods 70.00 - 20/12/2024 Call
 

Master data

WKN: PE9CV6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 20/12/2024
Issue date: 17/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.32
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.19
Parity: -1.19
Time value: 0.16
Break-even: 71.60
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 1.03
Spread abs.: 0.03
Spread %: 23.08%
Delta: 0.24
Theta: -0.02
Omega: 8.72
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.150
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -6.25%
3 Months  
+85.19%
YTD  
+7.14%
1 Year
  -25.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.160 0.076
6M High / 6M Low: 0.260 0.038
High (YTD): 03/05/2024 0.260
Low (YTD): 14/06/2024 0.038
52W High: 03/05/2024 0.260
52W Low: 14/06/2024 0.038
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.127
Avg. volume 6M:   0.000
Avg. price 1Y:   0.128
Avg. volume 1Y:   0.000
Volatility 1M:   240.78%
Volatility 6M:   208.32%
Volatility 1Y:   189.73%
Volatility 3Y:   -