BNP Paribas Call 55 TSN 16.01.2026
/ DE000PC1L1H7
BNP Paribas Call 55 TSN 16.01.202.../ DE000PC1L1H7 /
| 08/11/2024 21:50:32 |
Chg.+0.070 |
Bid21:55:38 |
Ask21:55:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+8.14% |
0.920
Bid Size: 14,100 |
0.930
Ask Size: 14,100 |
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: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.43 |
| Time value: |
0.50 |
| Break-even: |
60.62 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
4.27 |
| Rho: |
0.36 |
Quote data
| Open: |
0.850 |
| High: |
0.950 |
| Low: |
0.850 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.05% |
| 1 Month |
|
|
+13.41% |
| 3 Months |
|
|
-16.96% |
| YTD |
|
|
+8.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.830 |
| 1M High / 1M Low: |
0.990 |
0.820 |
| 6M High / 6M Low: |
1.400 |
0.670 |
| High (YTD): |
06/09/2024 |
1.400 |
| Low (YTD): |
14/06/2024 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.878 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.977 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.33% |
| Volatility 6M: |
|
77.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
