BNP Paribas Call 40 TSN 16.01.2026
/ DE000PC1L1E4
BNP Paribas Call 40 TSN 16.01.202.../ DE000PC1L1E4 /
| 2024-07-29 9:11:32 AM |
Chg.+0.06 |
Bid10:19:27 AM |
Ask10:19:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
+2.96% |
2.09
Bid Size: 14,400 |
2.12
Ask Size: 14,400 |
Tyson Foods |
40.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1L1E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
1.94 |
| Implied volatility: |
- |
| Historic volatility: |
0.20 |
| Parity: |
1.94 |
| Time value: |
0.17 |
| Break-even: |
57.96 |
| Moneyness: |
1.53 |
| Premium: |
0.03 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
0.96% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
+20.11% |
| 3 Months |
|
|
-3.69% |
| YTD |
|
|
+29.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.91 |
| 1M High / 1M Low: |
2.03 |
1.65 |
| 6M High / 6M Low: |
2.26 |
1.47 |
| High (YTD): |
2024-05-06 |
2.26 |
| Low (YTD): |
2024-02-14 |
1.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.42% |
| Volatility 6M: |
|
55.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
