BNP Paribas Call 70 TSN 19.12.2025
/ DE000PC26BX4
BNP Paribas Call 70 TSN 19.12.202.../ DE000PC26BX4 /
| 7/26/2024 9:50:23 PM |
Chg.+0.010 |
Bid7/26/2024 |
Ask7/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+2.17% |
0.470
Bid Size: 12,100 |
0.480
Ask Size: 12,100 |
Tyson Foods |
70.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC26BX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
-0.89 |
| Time value: |
0.46 |
| Break-even: |
69.11 |
| Moneyness: |
0.86 |
| Premium: |
0.24 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
5.23 |
| Rho: |
0.27 |
Quote data
| Open: |
0.450 |
| High: |
0.480 |
| Low: |
0.450 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.90% |
| 1 Month |
|
|
+51.61% |
| 3 Months |
|
|
-22.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.400 |
| 1M High / 1M Low: |
0.460 |
0.270 |
| 6M High / 6M Low: |
0.650 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.337 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.420 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.21% |
| Volatility 6M: |
|
113.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
