BNP Paribas Call 60 TSN 16.01.2026
/ DE000PC1L1J3
BNP Paribas Call 60 TSN 16.01.202.../ DE000PC1L1J3 /
8/29/2024 9:11:55 AM |
Chg.+0.13 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.07EUR |
+13.83% |
- Bid Size: - |
- Ask Size: - |
Tyson Foods |
60.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC1L1J |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 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: |
5.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.51 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
0.51 |
Time value: |
0.56 |
Break-even: |
64.64 |
Moneyness: |
1.09 |
Premium: |
0.09 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.94% |
Delta: |
0.74 |
Theta: |
-0.01 |
Omega: |
4.09 |
Rho: |
0.46 |
Quote data
Open: |
1.07 |
High: |
1.07 |
Low: |
1.07 |
Previous Close: |
0.94 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.89% |
1 Month |
|
|
+24.42% |
3 Months |
|
|
+50.70% |
YTD |
|
|
+55.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.98 |
0.89 |
1M High / 1M Low: |
0.98 |
0.76 |
6M High / 6M Low: |
1.06 |
0.47 |
High (YTD): |
5/6/2024 |
1.06 |
Low (YTD): |
6/14/2024 |
0.47 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.93 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.86 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.78 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.82% |
Volatility 6M: |
|
93.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |