BNP Paribas Call 48 TSN 21.06.2024
/ DE000PZ09953
BNP Paribas Call 48 TSN 21.06.202.../ DE000PZ09953 /
| 2024-05-10 9:50:29 PM |
Chg.+0.010 |
Bid9:59:30 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
+0.93% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
48.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PZ0995 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
2.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.38 |
| Time value: |
0.71 |
| Break-even: |
58.90 |
| Moneyness: |
1.08 |
| Premium: |
0.14 |
| Premium p.a.: |
28.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.65 |
| Theta: |
-0.31 |
| Omega: |
3.11 |
| Rho: |
0.01 |
Quote data
| Open: |
1.110 |
| High: |
1.140 |
| Low: |
1.080 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.81% |
| 3 Months |
|
|
+62.69% |
| YTD |
|
|
+47.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.090 |
1.040 |
| 6M High / 6M Low: |
1.310 |
0.530 |
| High (YTD): |
2024-05-03 |
1.310 |
| Low (YTD): |
2024-02-13 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.847 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
8.94% |
| Volatility 6M: |
|
110.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
