BNP Paribas Call 45 TSN 20.12.2024
/ DE000PN5BCN1
BNP Paribas Call 45 TSN 20.12.202.../ DE000PN5BCN1 /
| 2024-07-05 8:22:06 AM |
Chg.+0.01 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
+0.85% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
45.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PN5BCN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.20 |
| Parity: |
0.67 |
| Time value: |
0.47 |
| Break-even: |
56.40 |
| Moneyness: |
1.15 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
3.29 |
| Rho: |
0.12 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+0.85% |
| 3 Months |
|
|
-19.59% |
| YTD |
|
|
+10.19% |
| 1 Year |
|
|
+5.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.18 |
| 1M High / 1M Low: |
1.30 |
0.97 |
| 6M High / 6M Low: |
1.73 |
0.91 |
| High (YTD): |
2024-05-06 |
1.73 |
| Low (YTD): |
2024-02-14 |
0.91 |
| 52W High: |
2024-05-06 |
1.73 |
| 52W Low: |
2023-11-13 |
0.60 |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.12 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
89.25% |
| Volatility 6M: |
|
80.69% |
| Volatility 1Y: |
|
84.07% |
| Volatility 3Y: |
|
- |
