BNP Paribas Call 40 TSN 16.01.2026
/ DE000PC1L1E4
BNP Paribas Call 40 TSN 16.01.202.../ DE000PC1L1E4 /
07/10/2024 21:50:26 |
Chg.-0.040 |
Bid21:57:50 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.800EUR |
-2.17% |
1.800 Bid Size: 16,700 |
- Ask Size: - |
Tyson Foods |
40.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
PC1L1E |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
11/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.85 |
Intrinsic value: |
1.69 |
Implied volatility: |
0.19 |
Historic volatility: |
0.20 |
Parity: |
1.69 |
Time value: |
0.16 |
Break-even: |
54.96 |
Moneyness: |
1.46 |
Premium: |
0.03 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
1.09% |
Delta: |
0.98 |
Theta: |
0.00 |
Omega: |
2.83 |
Rho: |
0.43 |
Quote data
Open: |
1.830 |
High: |
1.830 |
Low: |
1.780 |
Previous Close: |
1.840 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.26% |
1 Month |
|
|
-26.83% |
3 Months |
|
|
+4.65% |
YTD |
|
|
+11.80% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.900 |
1.770 |
1M High / 1M Low: |
2.460 |
1.760 |
6M High / 6M Low: |
2.460 |
1.520 |
High (YTD): |
09/09/2024 |
2.460 |
Low (YTD): |
13/02/2024 |
1.460 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.834 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.979 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.987 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.16% |
Volatility 6M: |
|
53.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |