BNP Paribas Call 70 TSN 19.12.2025
/ DE000PC26BX4
BNP Paribas Call 70 TSN 19.12.202.../ DE000PC26BX4 /
| 2024-07-26 8:41:26 AM |
Chg.+0.040 |
Bid3:53:50 PM |
Ask3:53:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+9.76% |
0.450
Bid Size: 24,000 |
0.460
Ask Size: 24,000 |
Tyson Foods |
70.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC26BX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2025-12-18 |
| 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: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.65% |
| 1 Month |
|
|
+40.63% |
| 3 Months |
|
|
-27.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.380 |
| 1M High / 1M Low: |
0.430 |
0.260 |
| 6M High / 6M Low: |
0.660 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.422 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.24% |
| Volatility 6M: |
|
116.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
