BNP Paribas Call 40 TSN 16.01.2026
/ DE000PC1L1E4
BNP Paribas Call 40 TSN 16.01.202.../ DE000PC1L1E4 /
8/14/2024 9:20:34 PM |
Chg.+0.070 |
Bid9:40:05 PM |
Ask9:40:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.130EUR |
+3.40% |
2.140 Bid Size: 28,000 |
2.160 Ask Size: 28,000 |
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: |
2.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.12 |
Intrinsic value: |
1.93 |
Implied volatility: |
- |
Historic volatility: |
0.19 |
Parity: |
1.93 |
Time value: |
0.14 |
Break-even: |
57.08 |
Moneyness: |
1.53 |
Premium: |
0.03 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
0.98% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.060 |
High: |
2.130 |
Low: |
2.050 |
Previous Close: |
2.060 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.47% |
1 Month |
|
|
+22.41% |
3 Months |
|
|
+2.90% |
YTD |
|
|
+32.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.130 |
2.000 |
1M High / 1M Low: |
2.180 |
1.780 |
6M High / 6M Low: |
2.280 |
1.470 |
High (YTD): |
4/24/2024 |
2.280 |
Low (YTD): |
2/13/2024 |
1.460 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.088 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.041 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.874 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
50.85% |
Volatility 6M: |
|
50.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |