BNP Paribas Call 50 TSN 16.01.2026
/ DE000PC1L1G9
BNP Paribas Call 50 TSN 16.01.202.../ DE000PC1L1G9 /
2024-08-01 11:21:19 AM |
Chg.-0.060 |
Bid2024-08-01 |
Ask2024-08-01 |
Underlying |
Strike price |
Expiration date |
Option type |
1.350EUR |
-4.26% |
1.350 Bid Size: 15,400 |
1.380 Ask Size: 15,400 |
Tyson Foods |
50.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC1L1G |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-11 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.34 |
Intrinsic value: |
1.01 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
1.01 |
Time value: |
0.39 |
Break-even: |
60.19 |
Moneyness: |
1.22 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
1.45% |
Delta: |
0.84 |
Theta: |
-0.01 |
Omega: |
3.39 |
Rho: |
0.49 |
Quote data
Open: |
1.380 |
High: |
1.380 |
Low: |
1.350 |
Previous Close: |
1.410 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.74% |
1 Month |
|
|
+19.47% |
3 Months |
|
|
-12.34% |
YTD |
|
|
+26.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.410 |
1.360 |
1M High / 1M Low: |
1.410 |
1.020 |
6M High / 6M Low: |
1.600 |
0.900 |
High (YTD): |
2024-04-24 |
1.600 |
Low (YTD): |
2024-06-14 |
0.900 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.392 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.201 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.220 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.99% |
Volatility 6M: |
|
69.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |