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

EUWAX
08/11/2024  09:47:37 Chg.0.000 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.002EUR 0.00% -
Bid Size: -
-
Ask Size: -
Tyson Foods 75.00 - 20/12/2024 Call
 

Master data

WKN: PE9CV7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 75.00 -
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: 0.74
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: 0.002
Low: 0.002
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -60.00%
3 Months
  -96.08%
YTD
  -97.78%
1 Year
  -96.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.008 0.001
6M High / 6M Low: 0.081 0.001
High (YTD): 25/04/2024 0.150
Low (YTD): 06/11/2024 0.001
52W High: 25/04/2024 0.150
52W Low: 06/11/2024 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.034
Avg. volume 6M:   0.000
Avg. price 1Y:   0.061
Avg. volume 1Y:   0.000
Volatility 1M:   904.76%
Volatility 6M:   451.31%
Volatility 1Y:   345.42%
Volatility 3Y:   -