BNP Paribas Call 65 TSN 19.12.2025
/ DE000PC228N0
BNP Paribas Call 65 TSN 19.12.202.../ DE000PC228N0 /
| 04/10/2024 21:50:30 |
Chg.+0.030 |
Bid04/10/2024 |
Ask04/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+7.89% |
0.410
Bid Size: 13,400 |
0.420
Ask Size: 13,400 |
Tyson Foods |
65.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC228N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
08/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
-0.59 |
| Time value: |
0.42 |
| Break-even: |
63.43 |
| Moneyness: |
0.90 |
| Premium: |
0.19 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
5.78 |
| Rho: |
0.24 |
Quote data
| Open: |
0.390 |
| High: |
0.410 |
| Low: |
0.390 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.82% |
| 1 Month |
|
|
-50.60% |
| 3 Months |
|
|
+5.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.380 |
| 1M High / 1M Low: |
0.830 |
0.360 |
| 6M High / 6M Low: |
0.830 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.518 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.576 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.49% |
| Volatility 6M: |
|
110.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
