BNP Paribas Call 50 TSN 17.01.2025
/ DE000PN5BCU6
BNP Paribas Call 50 TSN 17.01.202.../ DE000PN5BCU6 /
| 7/16/2024 8:23:17 AM |
Chg.- |
Bid8:16:46 AM |
Ask8:16:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
- |
0.980
Bid Size: 6,400 |
1.000
Ask Size: 6,400 |
Tyson Foods |
50.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
PN5BCU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
6/27/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.20 |
| Parity: |
0.27 |
| Time value: |
0.60 |
| Break-even: |
58.70 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
1.16% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
3.93 |
| Rho: |
0.13 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.16% |
| 1 Month |
|
|
+34.38% |
| 3 Months |
|
|
-18.87% |
| YTD |
|
|
+6.17% |
| 1 Year |
|
|
+7.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.760 |
| 1M High / 1M Low: |
0.920 |
0.640 |
| 6M High / 6M Low: |
1.350 |
0.640 |
| High (YTD): |
5/6/2024 |
1.350 |
| Low (YTD): |
6/17/2024 |
0.640 |
| 52W High: |
5/6/2024 |
1.350 |
| 52W Low: |
11/13/2023 |
0.420 |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.810 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.922 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.835 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
112.46% |
| Volatility 6M: |
|
96.88% |
| Volatility 1Y: |
|
97.87% |
| Volatility 3Y: |
|
- |
