BNP Paribas Call 65 TSN 19.12.2025
/ DE000PC228N0
BNP Paribas Call 65 TSN 19.12.202.../ DE000PC228N0 /
| 10/15/2024 9:50:27 PM |
Chg.+0.010 |
Bid10/15/2024 |
Ask10/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+2.22% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
65.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC228N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
1/8/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
-0.47 |
| Time value: |
0.46 |
| Break-even: |
64.18 |
| Moneyness: |
0.92 |
| Premium: |
0.17 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
5.76 |
| Rho: |
0.26 |
Quote data
| Open: |
0.450 |
| High: |
0.490 |
| Low: |
0.440 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.95% |
| 1 Month |
|
|
-19.30% |
| 3 Months |
|
|
-4.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.390 |
| 1M High / 1M Low: |
0.570 |
0.360 |
| 6M High / 6M Low: |
0.830 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.442 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.562 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.33% |
| Volatility 6M: |
|
110.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
