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: |
|
- |
