BNP Paribas Call 50 TSN 20.06.2025
/ DE000PC9W3J8
BNP Paribas Call 50 TSN 20.06.202.../ DE000PC9W3J8 /
| 2024-09-23 9:43:28 AM |
Chg.-0.12 |
Bid5:29:05 PM |
Ask5:29:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-9.76% |
1.11
Bid Size: 48,800 |
1.13
Ask Size: 48,800 |
Tyson Foods |
50.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PC9W3J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.91 |
| Time value: |
0.22 |
| Break-even: |
56.11 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.80% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
4.04 |
| Rho: |
0.25 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.76% |
| 1 Month |
|
|
-18.38% |
| 3 Months |
|
|
+18.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.23 |
| 1M High / 1M Low: |
1.61 |
1.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
