BNP Paribas Call 45 TSN 16.01.2026
/ DE000PC1L1F1
BNP Paribas Call 45 TSN 16.01.202.../ DE000PC1L1F1 /
| 2024-07-05 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 |
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: |
3.86 |
| 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): |
2024-04-24 |
1.930 |
| Low (YTD): |
2024-02-13 |
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: |
|
- |
