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

EUWAX
7/5/2024  9:23:47 AM Chg.+0.009 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.026EUR +52.94% -
Bid Size: -
-
Ask Size: -
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: 56.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.20
Parity: -2.33
Time value: 0.09
Break-even: 75.91
Moneyness: 0.69
Premium: 0.47
Premium p.a.: 1.32
Spread abs.: 0.07
Spread %: 295.65%
Delta: 0.14
Theta: -0.01
Omega: 7.75
Rho: 0.03
 

Quote data

Open: 0.026
High: 0.026
Low: 0.026
Previous Close: 0.017
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month
  -21.21%
3 Months
  -80.00%
YTD
  -71.11%
1 Year
  -82.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.017
1M High / 1M Low: 0.038 0.016
6M High / 6M Low: 0.150 0.016
High (YTD): 4/25/2024 0.150
Low (YTD): 6/14/2024 0.016
52W High: 8/4/2023 0.200
52W Low: 6/14/2024 0.016
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.080
Avg. volume 6M:   0.000
Avg. price 1Y:   0.093
Avg. volume 1Y:   0.000
Volatility 1M:   385.85%
Volatility 6M:   227.43%
Volatility 1Y:   195.96%
Volatility 3Y:   -