BNP Paribas Call 50 TSN 17.01.2025
/ DE000PN5BCU6
BNP Paribas Call 50 TSN 17.01.202.../ DE000PN5BCU6 /
| 9/3/2024 8:24:05 AM |
Chg.+0.01 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
+0.72% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.19 |
| Parity: |
0.81 |
| Time value: |
0.60 |
| Break-even: |
64.10 |
| Moneyness: |
1.16 |
| Premium: |
0.10 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
2.99 |
| Rho: |
0.10 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.94% |
| 1 Month |
|
|
+26.13% |
| 3 Months |
|
|
+53.85% |
| YTD |
|
|
+72.84% |
| 1 Year |
|
|
+60.92% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.32 |
| 1M High / 1M Low: |
1.48 |
1.07 |
| 6M High / 6M Low: |
1.48 |
0.64 |
| High (YTD): |
8/29/2024 |
1.48 |
| Low (YTD): |
6/17/2024 |
0.64 |
| 52W High: |
8/29/2024 |
1.48 |
| 52W Low: |
11/13/2023 |
0.42 |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.87 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
101.02% |
| Volatility 6M: |
|
96.03% |
| Volatility 1Y: |
|
98.98% |
| Volatility 3Y: |
|
- |
