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BNP Paribas Call 75 TSN 20.12.202.../  DE000PE9CV72  /

Frankfurt Zert./BNP
11/8/2024  9:50:23 PM Chg.+0.001 Bid11/8/2024 Ask11/8/2024 Underlying Strike price Expiration date Option type
0.003EUR +50.00% 0.003
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Tyson Foods 75.00 - 12/20/2024 Call
 

Master data

WKN: PE9CV7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 12/20/2024
Issue date: 2/17/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 61.10
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.20
Parity: -1.94
Time value: 0.09
Break-even: 75.91
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 14.99
Spread abs.: 0.09
Spread %: 2,933.33%
Delta: 0.14
Theta: -0.04
Omega: 8.74
Rho: 0.01
 

Quote data

Open: 0.002
High: 0.003
Low: 0.001
Previous Close: 0.002
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month
  -57.14%
3 Months
  -93.62%
YTD
  -96.59%
1 Year
  -94.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.002
1M High / 1M Low: 0.008 0.001
6M High / 6M Low: 0.084 0.001
High (YTD): 4/24/2024 0.160
Low (YTD): 10/31/2024 0.001
52W High: 4/24/2024 0.160
52W Low: 10/31/2024 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.035
Avg. volume 6M:   0.000
Avg. price 1Y:   0.060
Avg. volume 1Y:   0.000
Volatility 1M:   734.78%
Volatility 6M:   1,318.91%
Volatility 1Y:   944.18%
Volatility 3Y:   -