OverviewChartNewsTraderScreen

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

EUWAX
2024-06-27  9:28:26 AM Chg.-0.004 Bid4:11:56 PM Ask4:11:56 PM Underlying Strike price Expiration date Option type
0.063EUR -5.97% 0.063
Bid Size: 65,600		 0.091
Ask Size: 65,600		 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: 58.55
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.20
Parity: -1.67
Time value: 0.09
Break-even: 70.91
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.81
Spread abs.: 0.03
Spread %: 40.00%
Delta: 0.16
Theta: -0.01
Omega: 9.22
Rho: 0.04
 

Quote data

Open: 0.063
High: 0.063
Low: 0.063
Previous Close: 0.067
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.25%
1 Month
  -47.50%
3 Months
  -66.84%
YTD
  -58.00%
1 Year
  -62.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.076 0.048
1M High / 1M Low: 0.120 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:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   0.144
Avg. volume 6M:   0.000
Avg. price 1Y:   0.153
Avg. volume 1Y:   0.000
Volatility 1M:   262.53%
Volatility 6M:   184.97%
Volatility 1Y:   166.50%
Volatility 3Y:   -