BNP Paribas Call 65 TSN 16.01.2026
/ DE000PC228P5
BNP Paribas Call 65 TSN 16.01.202.../ DE000PC228P5 /
| 12/11/2024 15:50:39 |
Chg.+0.230 |
Bid16:00:48 |
Ask16:00:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+52.27% |
0.690
Bid Size: 23,400 |
0.700
Ask Size: 23,400 |
Tyson Foods |
65.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC228P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
08/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-0.58 |
| Time value: |
0.45 |
| Break-even: |
65.46 |
| Moneyness: |
0.90 |
| Premium: |
0.19 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
5.64 |
| Rho: |
0.25 |
Quote data
| Open: |
0.430 |
| High: |
0.670 |
| Low: |
0.420 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.27% |
| 1 Month |
|
|
+59.52% |
| 3 Months |
|
|
+17.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.430 |
| 1M High / 1M Low: |
0.520 |
0.420 |
| 6M High / 6M Low: |
0.850 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.449 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.541 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.37% |
| Volatility 6M: |
|
104.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
