BNP Paribas Call 55 TSN 20.09.2024
/ DE000PC9P9U1
BNP Paribas Call 55 TSN 20.09.202.../ DE000PC9P9U1 /
| 2024-06-07 9:50:22 PM |
Chg.-0.030 |
Bid9:57:42 PM |
Ask9:57:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-8.11% |
0.340
Bid Size: 8,824 |
0.350
Ask Size: 8,572 |
Tyson Foods |
55.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC9P9U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
0.13 |
| Time value: |
0.25 |
| Break-even: |
54.30 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
8.54 |
| Rho: |
0.08 |
Quote data
| Open: |
0.370 |
| High: |
0.380 |
| Low: |
0.340 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.44% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.340 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
