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: |
|
- |
