BNP Paribas Call 80 TSN 19.12.2025
/ DE000PC87099
BNP Paribas Call 80 TSN 19.12.202.../ DE000PC87099 /
| 30/08/2024 21:50:42 |
Chg.-0.010 |
Bid21:56:21 |
Ask21:56:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-3.70% |
0.270
Bid Size: 13,100 |
0.280
Ask Size: 13,100 |
Tyson Foods |
80.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC8709 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
03/05/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-1.42 |
| Time value: |
0.28 |
| Break-even: |
75.22 |
| Moneyness: |
0.80 |
| Premium: |
0.29 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
6.50 |
| Rho: |
0.20 |
Quote data
| Open: |
0.270 |
| High: |
0.280 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.81% |
| 1 Month |
|
|
+4.00% |
| 3 Months |
|
|
+23.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.230 |
| 1M High / 1M Low: |
0.290 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
