BNP Paribas Call 70 TSN 20.12.2024
/ DE000PE9CV64
BNP Paribas Call 70 TSN 20.12.202.../ DE000PE9CV64 /
| 28/06/2024 09:28:17 |
Chg.-0.004 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
-6.35% |
-
Bid Size: - |
-
Ask Size: - |
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: |
58.61 |
| 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.: |
0.82 |
| Spread abs.: |
0.03 |
| Spread %: |
37.88% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
9.25 |
| Rho: |
0.04 |
Quote data
| Open: |
0.059 |
| High: |
0.059 |
| Low: |
0.059 |
| Previous Close: |
0.063 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.28% |
| 1 Month |
|
|
-26.25% |
| 3 Months |
|
|
-70.50% |
| YTD |
|
|
-60.67% |
| 1 Year |
|
|
-68.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.059 |
| 1M High / 1M Low: |
0.090 |
0.036 |
| 6M High / 6M Low: |
0.250 |
0.036 |
| High (YTD): |
25/04/2024 |
0.250 |
| Low (YTD): |
14/06/2024 |
0.036 |
| 52W High: |
04/08/2023 |
0.300 |
| 52W Low: |
14/06/2024 |
0.036 |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.142 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.152 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
251.28% |
| Volatility 6M: |
|
184.42% |
| Volatility 1Y: |
|
166.45% |
| Volatility 3Y: |
|
- |
