BNP Paribas Call 60 TSN 20.06.2025
/ DE000PC9W3G4
BNP Paribas Call 60 TSN 20.06.202.../ DE000PC9W3G4 /
| 28/06/2024 21:50:33 |
Chg.+0.020 |
Bid21:51:56 |
Ask21:51:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+4.44% |
0.480
Bid Size: 14,700 |
0.490
Ask Size: 14,700 |
Tyson Foods |
60.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PC9W3G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 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: |
10.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-0.27 |
| Time value: |
0.49 |
| Break-even: |
60.90 |
| Moneyness: |
0.95 |
| Premium: |
0.14 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
0.53 |
| Theta: |
-0.01 |
| Omega: |
5.74 |
| Rho: |
0.23 |
Quote data
| Open: |
0.450 |
| High: |
0.470 |
| Low: |
0.440 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.30% |
| 1 Month |
|
|
-9.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.450 |
| 1M High / 1M Low: |
0.540 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.444 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
