BNP Paribas Call 58 TSN 21.06.202.../  DE000PC1L088  /

EUWAX
2024-05-31  9:13:46 AM Chg.+0.006 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.059EUR +11.32% -
Bid Size: -
-
Ask Size: -
Tyson Foods 58.00 USD 2024-06-21 Call
 

Master data

WKN: PC1L08
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 58.00 USD
Maturity: 2024-06-21
Issue date: 2023-12-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.99
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -0.07
Time value: 0.09
Break-even: 54.37
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 12.35%
Delta: 0.43
Theta: -0.03
Omega: 25.10
Rho: 0.01
 

Quote data

Open: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.053
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -75.42%
1 Month
  -85.61%
3 Months
  -67.22%
YTD
  -77.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.053
1M High / 1M Low: 0.470 0.053
6M High / 6M Low: - -
High (YTD): 2024-05-06 0.470
Low (YTD): 2024-05-30 0.053
52W High: - -
52W Low: - -
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.238
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   369.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -