BNP Paribas Call 52 TSN 21.06.2024
/ DE000PZ09946
BNP Paribas Call 52 TSN 21.06.202.../ DE000PZ09946 /
| 2024-05-10 9:50:38 PM |
Chg.+0.010 |
Bid9:57:33 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+1.41% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
52.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PZ0994 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
1.43 |
| Historic volatility: |
0.20 |
| Parity: |
0.08 |
| Time value: |
0.66 |
| Break-even: |
59.40 |
| Moneyness: |
1.01 |
| Premium: |
0.13 |
| Premium p.a.: |
7.66 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
0.59 |
| Theta: |
-0.17 |
| Omega: |
4.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.740 |
| High: |
0.770 |
| Low: |
0.720 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-17.24% |
| 3 Months |
|
|
+84.62% |
| YTD |
|
|
+44.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.950 |
0.610 |
| 6M High / 6M Low: |
0.950 |
0.310 |
| High (YTD): |
2024-05-03 |
0.950 |
| Low (YTD): |
2024-02-13 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.749 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.561 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.43% |
| Volatility 6M: |
|
144.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
