BNP Paribas Call 65 TSN 19.12.2025
/ DE000PC228N0
BNP Paribas Call 65 TSN 19.12.202.../ DE000PC228N0 /
| 2024-07-26 9:50:30 PM |
Chg.+0.020 |
Bid2024-07-26 |
Ask2024-07-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+3.28% |
0.630
Bid Size: 11,800 |
0.640
Ask Size: 11,800 |
Tyson Foods |
65.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC228N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-0.43 |
| Time value: |
0.61 |
| Break-even: |
66.00 |
| Moneyness: |
0.93 |
| Premium: |
0.19 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.53 |
| Theta: |
-0.01 |
| Omega: |
4.81 |
| Rho: |
0.33 |
Quote data
| Open: |
0.610 |
| High: |
0.640 |
| Low: |
0.600 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+43.18% |
| 3 Months |
|
|
-19.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.540 |
| 1M High / 1M Low: |
0.610 |
0.380 |
| 6M High / 6M Low: |
0.820 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.467 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.555 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.28% |
| Volatility 6M: |
|
102.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
