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: |
|
- |
