BNP Paribas Call 50 TSN 20.12.2024
/ DE000PN5BCQ4
BNP Paribas Call 50 TSN 20.12.202.../ DE000PN5BCQ4 /
| 2024-07-26 8:23:14 AM |
Chg.+0.08 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
+7.92% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
50.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN5BCQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
1.01 |
| Time value: |
0.14 |
| Break-even: |
57.56 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
4.31 |
| Rho: |
0.15 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.93% |
| 1 Month |
|
|
+36.25% |
| 3 Months |
|
|
-12.10% |
| YTD |
|
|
+37.97% |
| 1 Year |
|
|
+4.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.98 |
| 1M High / 1M Low: |
1.10 |
0.74 |
| 6M High / 6M Low: |
1.34 |
0.62 |
| High (YTD): |
2024-05-06 |
1.34 |
| Low (YTD): |
2024-06-17 |
0.62 |
| 52W High: |
2024-05-06 |
1.34 |
| 52W Low: |
2023-11-13 |
0.40 |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.82 |
| Avg. volume 1Y: |
|
7.45 |
| Volatility 1M: |
|
103.69% |
| Volatility 6M: |
|
104.20% |
| Volatility 1Y: |
|
103.53% |
| Volatility 3Y: |
|
- |
