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

EUWAX
6/28/2024  9:28:17 AM Chg.-0.004 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.059EUR -6.35% -
Bid Size: -		 -
Ask Size: -		 Tyson Foods 70.00 - 12/20/2024 Call
 

Master data

WKN: PE9CV6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 12/20/2024
Issue date: 2/17/2023
Last trading day: 12/19/2024
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): 4/25/2024 0.250
Low (YTD): 6/14/2024 0.036
52W High: 8/4/2023 0.300
52W Low: 6/14/2024 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:   -