BNP Paribas Call 45 TSN 16.01.2026
/ DE000PC1L1F1
BNP Paribas Call 45 TSN 16.01.202.../ DE000PC1L1F1 /
| 24/09/2024 21:50:24 |
Chg.0.000 |
Bid21:58:59 |
Ask21:58:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.570EUR |
0.00% |
1.580
Bid Size: 19,100 |
1.600
Ask Size: 19,100 |
Tyson Foods |
45.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1L1F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
1.39 |
| Time value: |
0.21 |
| Break-even: |
56.50 |
| Moneyness: |
1.34 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
3.19 |
| Rho: |
0.46 |
Quote data
| Open: |
1.580 |
| High: |
1.620 |
| Low: |
1.570 |
| Previous Close: |
1.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.65% |
| 1 Month |
|
|
-13.26% |
| 3 Months |
|
|
+5.37% |
| YTD |
|
|
+18.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.710 |
1.530 |
| 1M High / 1M Low: |
2.080 |
1.530 |
| 6M High / 6M Low: |
2.080 |
1.190 |
| High (YTD): |
09/09/2024 |
2.080 |
| Low (YTD): |
13/02/2024 |
1.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.846 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.643 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.66% |
| Volatility 6M: |
|
58.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
