BNP Paribas Call 80 TSN 19.12.202.../  DE000PC87099  /

Frankfurt Zert./BNP
2024-07-26  9:50:42 PM Chg.0.000 Bid2024-07-26 Ask2024-07-26 Underlying Strike price Expiration date Option type
0.250EUR 0.00% 0.250
Bid Size: 14,300
0.260
Ask Size: 14,300
Tyson Foods 80.00 USD 2025-12-19 Call
 

Master data

WKN: PC8709
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2025-12-19
Issue date: 2024-05-03
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.37
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -1.82
Time value: 0.26
Break-even: 76.32
Moneyness: 0.75
Premium: 0.37
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.28
Theta: -0.01
Omega: 5.98
Rho: 0.18
 

Quote data

Open: 0.250
High: 0.260
Low: 0.240
Previous Close: 0.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.64%
1 Month  
+66.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.210
1M High / 1M Low: 0.250 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.170
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -