BNP Paribas Call 45 TSN 17.01.2025
/ DE000PN5BCT8
BNP Paribas Call 45 TSN 17.01.202.../ DE000PN5BCT8 /
03/09/2024 08:24:05 |
Chg.+0.01 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
1.83EUR |
+0.55% |
- Bid Size: - |
- Ask Size: - |
Tyson Foods |
45.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PN5BCT |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
27/06/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.80 |
Intrinsic value: |
1.74 |
Implied volatility: |
0.42 |
Historic volatility: |
0.19 |
Parity: |
1.74 |
Time value: |
0.10 |
Break-even: |
59.06 |
Moneyness: |
1.43 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.94 |
Theta: |
-0.01 |
Omega: |
2.97 |
Rho: |
0.14 |
Quote data
Open: |
1.83 |
High: |
1.83 |
Low: |
1.83 |
Previous Close: |
1.82 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.17% |
1 Month |
|
|
+21.19% |
3 Months |
|
|
+47.58% |
YTD |
|
|
+66.36% |
1 Year |
|
|
+63.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.91 |
1.74 |
1M High / 1M Low: |
1.91 |
1.48 |
6M High / 6M Low: |
1.91 |
0.98 |
High (YTD): |
29/08/2024 |
1.91 |
Low (YTD): |
14/02/2024 |
0.93 |
52W High: |
29/08/2024 |
1.91 |
52W Low: |
13/11/2023 |
0.62 |
Avg. price 1W: |
|
1.82 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.67 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.40 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.19 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
75.57% |
Volatility 6M: |
|
77.17% |
Volatility 1Y: |
|
81.64% |
Volatility 3Y: |
|
- |