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

Frankfurt Zert./BNP
08/11/2024  21:50:23 Chg.+0.002 Bid21:59:19 Ask21:59:19 Underlying Strike price Expiration date Option type
0.015EUR +15.38% 0.014
Bid Size: 50,000		 0.091
Ask Size: 50,000		 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: 61.10
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.20
Parity: -1.44
Time value: 0.09
Break-even: 70.91
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 7.72
Spread abs.: 0.08
Spread %: 550.00%
Delta: 0.16
Theta: -0.04
Omega: 9.94
Rho: 0.01
 

Quote data

Open: 0.012
High: 0.016
Low: 0.011
Previous Close: 0.013
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month
  -31.82%
3 Months
  -86.36%
YTD
  -89.29%
1 Year
  -82.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.013
1M High / 1M Low: 0.033 0.013
6M High / 6M Low: 0.200 0.013
High (YTD): 03/05/2024 0.260
Low (YTD): 07/11/2024 0.013
52W High: 03/05/2024 0.260
52W Low: 07/11/2024 0.013
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.078
Avg. volume 6M:   0.000
Avg. price 1Y:   0.111
Avg. volume 1Y:   0.000
Volatility 1M:   261.12%
Volatility 6M:   274.87%
Volatility 1Y:   231.48%
Volatility 3Y:   -