BNP Paribas Call 55 TSN 16.01.2026
/ DE000PC1L1H7
BNP Paribas Call 55 TSN 16.01.202.../ DE000PC1L1H7 /
| 27/06/2024 21:50:35 |
Chg.-0.040 |
Bid21:56:16 |
Ask21:56:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-4.76% |
0.800
Bid Size: 12,500 |
0.820
Ask Size: 12,500 |
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: |
6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.18 |
| Time value: |
0.69 |
| Break-even: |
60.20 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.35% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
4.13 |
| Rho: |
0.42 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.800 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-23.08% |
| 3 Months |
|
|
-26.61% |
| YTD |
|
|
-6.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.800 |
| 1M High / 1M Low: |
1.040 |
0.670 |
| 6M High / 6M Low: |
1.310 |
0.670 |
| High (YTD): |
24/04/2024 |
1.310 |
| Low (YTD): |
14/06/2024 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.826 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.963 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.90% |
| Volatility 6M: |
|
76.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
