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: |
|
- |
