BNP Paribas Call 70 TSN 16.01.2026
/ DE000PC26BY2
BNP Paribas Call 70 TSN 16.01.202.../ DE000PC26BY2 /
| 23/09/2024 09:47:04 |
Chg.-0.060 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-15.79% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
70.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC26BY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
10/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.88 |
| Time value: |
0.34 |
| Break-even: |
66.13 |
| Moneyness: |
0.86 |
| Premium: |
0.23 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.39 |
| Theta: |
-0.01 |
| Omega: |
6.21 |
| Rho: |
0.23 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.95% |
| 1 Month |
|
|
-34.69% |
| 3 Months |
|
|
+3.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.320 |
| 1M High / 1M Low: |
0.640 |
0.320 |
| 6M High / 6M Low: |
0.680 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.463 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.39% |
| Volatility 6M: |
|
118.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
