BNP Paribas Call 45 TSN 20.12.2024
/ DE000PN5BCN1
BNP Paribas Call 45 TSN 20.12.202.../ DE000PN5BCN1 /
20/08/2024 21:50:28 |
Chg.-0.020 |
Bid21:53:16 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.610EUR |
-1.23% |
- Bid Size: - |
- Ask Size: - |
Tyson Foods |
45.00 - |
20/12/2024 |
Call |
Master data
WKN: |
PN5BCN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 - |
Maturity: |
20/12/2024 |
Issue date: |
27/06/2023 |
Last trading day: |
21/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.36 |
Intrinsic value: |
1.31 |
Implied volatility: |
0.67 |
Historic volatility: |
0.19 |
Parity: |
1.31 |
Time value: |
0.30 |
Break-even: |
61.10 |
Moneyness: |
1.29 |
Premium: |
0.05 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.82 |
Theta: |
-0.03 |
Omega: |
2.95 |
Rho: |
0.09 |
Quote data
Open: |
1.620 |
High: |
1.630 |
Low: |
1.550 |
Previous Close: |
1.630 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+3.21% |
3 Months |
|
|
+28.80% |
YTD |
|
|
+50.47% |
1 Year |
|
|
+43.75% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.660 |
1.470 |
6M High / 6M Low: |
1.670 |
0.970 |
High (YTD): |
03/05/2024 |
1.670 |
Low (YTD): |
13/02/2024 |
0.900 |
52W High: |
03/05/2024 |
1.670 |
52W Low: |
13/11/2023 |
0.610 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.592 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.368 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.154 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
55.03% |
Volatility 6M: |
|
69.22% |
Volatility 1Y: |
|
78.60% |
Volatility 3Y: |
|
- |