BNP Paribas Call 55 TSN 16.01.2026
/ DE000PC1L1H7
BNP Paribas Call 55 TSN 16.01.202.../ DE000PC1L1H7 /
| 03/09/2024 09:16:10 |
Chg.- |
Bid08:25:09 |
Ask08:25:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
- |
1.31
Bid Size: 7,100 |
1.33
Ask Size: 7,100 |
Tyson Foods |
55.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1L1H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.84 |
| Time value: |
0.48 |
| Break-even: |
62.90 |
| Moneyness: |
1.17 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
2.33% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
3.50 |
| Rho: |
0.45 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.74% |
| 1 Month |
|
|
+21.70% |
| 3 Months |
|
|
+48.28% |
| YTD |
|
|
+48.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.37 |
1.22 |
| 1M High / 1M Low: |
1.37 |
0.99 |
| 6M High / 6M Low: |
1.37 |
0.65 |
| High (YTD): |
29/08/2024 |
1.37 |
| Low (YTD): |
14/06/2024 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.47% |
| Volatility 6M: |
|
83.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
