BNP Paribas Call 45 TSN 16.01.2026
/ DE000PC1L1F1
BNP Paribas Call 45 TSN 16.01.202.../ DE000PC1L1F1 /
| 30/07/2024 12:50:37 |
Chg.-0.020 |
Bid30/07/2024 |
Ask30/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.720EUR |
-1.15% |
1.720
Bid Size: 17,500 |
1.750
Ask Size: 17,500 |
Tyson Foods |
45.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1L1F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
1.47 |
| Time value: |
0.27 |
| Break-even: |
58.99 |
| Moneyness: |
1.35 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.16% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.99 |
| Rho: |
0.51 |
Quote data
| Open: |
1.720 |
| High: |
1.720 |
| Low: |
1.720 |
| Previous Close: |
1.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.18% |
| 1 Month |
|
|
+21.13% |
| 3 Months |
|
|
-7.03% |
| YTD |
|
|
+30.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
1.590 |
| 1M High / 1M Low: |
1.740 |
1.320 |
| 6M High / 6M Low: |
1.930 |
1.180 |
| High (YTD): |
24/04/2024 |
1.930 |
| Low (YTD): |
13/02/2024 |
1.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.509 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.63% |
| Volatility 6M: |
|
61.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
