BNP Paribas Call 55 TSN 21.06.2024
/ DE000PN7CNN2
BNP Paribas Call 55 TSN 21.06.202.../ DE000PN7CNN2 /
| 2024-05-31 9:50:32 PM |
Chg.+0.030 |
Bid9:57:34 PM |
Ask9:57:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+13.64% |
0.260
Bid Size: 10,000 |
0.270
Ask Size: 10,000 |
Tyson Foods |
55.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7CNN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.21 |
| Time value: |
0.06 |
| Break-even: |
53.40 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
14.70 |
| Rho: |
0.02 |
Quote data
| Open: |
0.210 |
| High: |
0.280 |
| Low: |
0.210 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.18% |
| 1 Month |
|
|
-60.32% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-30.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.220 |
| 1M High / 1M Low: |
0.690 |
0.220 |
| 6M High / 6M Low: |
0.690 |
0.190 |
| High (YTD): |
2024-05-03 |
0.690 |
| Low (YTD): |
2024-02-13 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.454 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.393 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.54% |
| Volatility 6M: |
|
179.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
