BNP Paribas Call 70 TSN 16.01.2026
/ DE000PC26BY2
BNP Paribas Call 70 TSN 16.01.202.../ DE000PC26BY2 /
| 10/11/2024 8:41:21 AM |
Chg.0.000 |
Bid10/11/2024 |
Ask10/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
0.00% |
0.270
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
Tyson Foods |
70.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC26BY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
1/10/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
-1.08 |
| Time value: |
0.28 |
| Break-even: |
66.82 |
| Moneyness: |
0.83 |
| Premium: |
0.26 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
6.49 |
| Rho: |
0.19 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-46.00% |
| 3 Months |
|
|
-6.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.270 |
| 1M High / 1M Low: |
0.500 |
0.260 |
| 6M High / 6M Low: |
0.680 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.439 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.77% |
| Volatility 6M: |
|
122.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
