BNP Paribas Call 45 TSN 16.01.2026
/ DE000PC1L1F1
BNP Paribas Call 45 TSN 16.01.202.../ DE000PC1L1F1 /
7/5/2024 9:50:24 PM |
Chg.-0.040 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.330EUR |
-2.92% |
1.320 Bid Size: 17,400 |
1.340 Ask Size: 17,400 |
Tyson Foods |
45.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC1L1F |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 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: |
3.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.32 |
Intrinsic value: |
1.02 |
Implied volatility: |
0.22 |
Historic volatility: |
0.20 |
Parity: |
1.02 |
Time value: |
0.32 |
Break-even: |
54.92 |
Moneyness: |
1.24 |
Premium: |
0.06 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.52% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
3.37 |
Rho: |
0.49 |
Quote data
Open: |
1.370 |
High: |
1.370 |
Low: |
1.300 |
Previous Close: |
1.370 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.34% |
1 Month |
|
|
-4.32% |
3 Months |
|
|
-21.30% |
YTD |
|
|
+0.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.450 |
1.330 |
1M High / 1M Low: |
1.490 |
1.190 |
6M High / 6M Low: |
1.930 |
1.180 |
High (YTD): |
4/24/2024 |
1.930 |
Low (YTD): |
2/13/2024 |
1.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.386 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.351 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.489 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.52% |
Volatility 6M: |
|
59.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |