BNP Paribas Call 40 TSN 16.01.2026
/ DE000PC1L1E4
BNP Paribas Call 40 TSN 16.01.202.../ DE000PC1L1E4 /
| 6/7/2024 9:50:27 PM |
Chg.-0.040 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.690EUR |
-2.31% |
1.690
Bid Size: 7,300 |
1.710
Ask Size: 7,300 |
Tyson Foods |
40.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1L1E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.20 |
| Parity: |
1.47 |
| Time value: |
0.24 |
| Break-even: |
54.13 |
| Moneyness: |
1.40 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.18% |
| Delta: |
0.95 |
| Theta: |
0.00 |
| Omega: |
2.88 |
| Rho: |
0.52 |
Quote data
| Open: |
1.730 |
| High: |
1.750 |
| Low: |
1.690 |
| Previous Close: |
1.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.06% |
| 1 Month |
|
|
-16.75% |
| 3 Months |
|
|
+4.32% |
| YTD |
|
|
+4.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.780 |
1.690 |
| 1M High / 1M Low: |
2.120 |
1.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
4/24/2024 |
2.280 |
| Low (YTD): |
2/13/2024 |
1.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.939 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
34.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
