BNP Paribas Call 50 TSN 20.06.2025
/ DE000PC9W3J8
BNP Paribas Call 50 TSN 20.06.202.../ DE000PC9W3J8 /
| 12/07/2024 17:50:41 |
Chg.+0.020 |
Bid12/07/2024 |
Ask12/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+2.11% |
0.970
Bid Size: 38,200 |
0.980
Ask Size: 38,200 |
Tyson Foods |
50.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PC9W3J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.63 |
| Time value: |
0.33 |
| Break-even: |
55.58 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.28 |
| Rho: |
0.30 |
Quote data
| Open: |
0.960 |
| High: |
0.980 |
| Low: |
0.940 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.59% |
| 1 Month |
|
|
+16.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.900 |
| 1M High / 1M Low: |
1.050 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.926 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
