BNP Paribas Call 45 TSN 16.01.2026
/ DE000PC1L1F1
BNP Paribas Call 45 TSN 16.01.202.../ DE000PC1L1F1 /
| 2024-11-07 9:09:51 AM |
Chg.-0.10 |
Bid4:07:01 PM |
Ask4:07:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
-6.13% |
1.49
Bid Size: 40,200 |
1.51
Ask Size: 40,200 |
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: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
1.32 |
| Time value: |
0.23 |
| Break-even: |
57.43 |
| Moneyness: |
1.31 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.31% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
3.20 |
| Rho: |
0.41 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.79% |
| 1 Month |
|
|
+4.79% |
| 3 Months |
|
|
-13.07% |
| YTD |
|
|
+15.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
1.44 |
| 1M High / 1M Low: |
1.63 |
1.37 |
| 6M High / 6M Low: |
2.08 |
1.17 |
| High (YTD): |
2024-09-09 |
2.08 |
| Low (YTD): |
2024-06-14 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.91% |
| Volatility 6M: |
|
67.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
