BNP Paribas Call 50 TSN 17.01.2025
/ DE000PN5BCU6
BNP Paribas Call 50 TSN 17.01.202.../ DE000PN5BCU6 /
| 15/08/2024 08:23:14 |
Chg.+0.08 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
+7.14% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
50.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
PN5BCU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
27/06/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.19 |
| Parity: |
0.63 |
| Time value: |
0.57 |
| Break-even: |
62.00 |
| Moneyness: |
1.13 |
| Premium: |
0.10 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.84% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
3.32 |
| Rho: |
0.12 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+39.53% |
| 3 Months |
|
|
+4.35% |
| YTD |
|
|
+48.15% |
| 1 Year |
|
|
+33.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
1.07 |
| 1M High / 1M Low: |
1.29 |
0.86 |
| 6M High / 6M Low: |
1.35 |
0.64 |
| High (YTD): |
06/05/2024 |
1.35 |
| Low (YTD): |
17/06/2024 |
0.64 |
| 52W High: |
06/05/2024 |
1.35 |
| 52W Low: |
13/11/2023 |
0.42 |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.85 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
108.99% |
| Volatility 6M: |
|
97.15% |
| Volatility 1Y: |
|
98.34% |
| Volatility 3Y: |
|
- |
