BNP Paribas Call 65 TSN 19.12.2025
/ DE000PC228N0
BNP Paribas Call 65 TSN 19.12.202.../ DE000PC228N0 /
30/08/2024 21:50:33 |
Chg.0.000 |
Bid21:58:48 |
Ask21:58:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
0.00% |
0.740 Bid Size: 11,800 |
0.750 Ask Size: 11,800 |
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: |
7.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-0.06 |
Time value: |
0.75 |
Break-even: |
66.34 |
Moneyness: |
0.99 |
Premium: |
0.14 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.35% |
Delta: |
0.61 |
Theta: |
-0.01 |
Omega: |
4.70 |
Rho: |
0.36 |
Quote data
Open: |
0.740 |
High: |
0.750 |
Low: |
0.710 |
Previous Close: |
0.730 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+12.31% |
1 Month |
|
|
+15.87% |
3 Months |
|
|
+40.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.700 |
1M High / 1M Low: |
0.780 |
0.550 |
6M High / 6M Low: |
0.820 |
0.320 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.728 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.650 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.581 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.53% |
Volatility 6M: |
|
95.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |