BNP Paribas Call 45 TSN 16.01.2026
/ DE000PC1L1F1
BNP Paribas Call 45 TSN 16.01.202.../ DE000PC1L1F1 /
| 11/11/2024 7:20:42 PM |
Chg.-0.020 |
Bid11/11/2024 |
Ask11/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.560EUR |
-1.27% |
1.560
Bid Size: 38,600 |
1.580
Ask Size: 38,600 |
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: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
1.36 |
| Time value: |
0.23 |
| Break-even: |
57.90 |
| Moneyness: |
1.32 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
3.16 |
| Rho: |
0.41 |
Quote data
| Open: |
1.580 |
| High: |
1.610 |
| Low: |
1.550 |
| Previous Close: |
1.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+6.12% |
| 3 Months |
|
|
-11.36% |
| YTD |
|
|
+18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.580 |
1.440 |
| 1M High / 1M Low: |
1.640 |
1.440 |
| 6M High / 6M Low: |
2.080 |
1.190 |
| High (YTD): |
9/9/2024 |
2.080 |
| Low (YTD): |
2/13/2024 |
1.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.587 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.63% |
| Volatility 6M: |
|
57.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
