BNP Paribas Call 45 TSN 16.01.2026
/ DE000PC1L1F1
BNP Paribas Call 45 TSN 16.01.202.../ DE000PC1L1F1 /
2024-07-26 9:50:31 PM |
Chg.+0.030 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.720EUR |
+1.78% |
1.720 Bid Size: 17,400 |
1.740 Ask Size: 17,400 |
Tyson Foods |
45.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC1L1F |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 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: |
3.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
1.47 |
Implied volatility: |
0.22 |
Historic volatility: |
0.20 |
Parity: |
1.47 |
Time value: |
0.27 |
Break-even: |
58.85 |
Moneyness: |
1.36 |
Premium: |
0.05 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
1.16% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
3.01 |
Rho: |
0.51 |
Quote data
Open: |
1.680 |
High: |
1.740 |
Low: |
1.660 |
Previous Close: |
1.690 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.17% |
1 Month |
|
|
+21.13% |
3 Months |
|
|
-6.01% |
YTD |
|
|
+30.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.720 |
1.590 |
1M High / 1M Low: |
1.720 |
1.320 |
6M High / 6M Low: |
1.930 |
1.180 |
High (YTD): |
2024-04-24 |
1.930 |
Low (YTD): |
2024-02-13 |
1.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.638 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.485 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.506 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.76% |
Volatility 6M: |
|
61.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |