BNP Paribas Call 55 TSN 16.01.2026
/ DE000PC1L1H7
BNP Paribas Call 55 TSN 16.01.202.../ DE000PC1L1H7 /
7/26/2024 9:50:33 PM |
Chg.+0.030 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.100EUR |
+2.80% |
1.100 Bid Size: 13,100 |
1.110 Ask Size: 13,100 |
Tyson Foods |
55.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC1L1H |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.02 |
Intrinsic value: |
0.55 |
Implied volatility: |
0.25 |
Historic volatility: |
0.20 |
Parity: |
0.55 |
Time value: |
0.56 |
Break-even: |
61.76 |
Moneyness: |
1.11 |
Premium: |
0.10 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.91% |
Delta: |
0.75 |
Theta: |
-0.01 |
Omega: |
3.80 |
Rho: |
0.46 |
Quote data
Open: |
1.070 |
High: |
1.110 |
Low: |
1.060 |
Previous Close: |
1.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.84% |
1 Month |
|
|
+30.95% |
3 Months |
|
|
-12.00% |
YTD |
|
|
+27.91% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.100 |
0.990 |
1M High / 1M Low: |
1.100 |
0.760 |
6M High / 6M Low: |
1.310 |
0.670 |
High (YTD): |
4/24/2024 |
1.310 |
Low (YTD): |
6/14/2024 |
0.670 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.030 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.896 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.962 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.58% |
Volatility 6M: |
|
78.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |