BNP Paribas Call 40 TSN 16.01.2026
/ DE000PC1L1E4
BNP Paribas Call 40 TSN 16.01.202.../ DE000PC1L1E4 /
2024-05-17 9:50:27 PM |
Chg.-0.030 |
Bid9:58:49 PM |
Ask9:58:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.090EUR |
-1.42% |
2.060 Bid Size: 7,700 |
2.080 Ask Size: 7,700 |
Tyson Foods |
40.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC1L1E |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-11 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.10 |
Intrinsic value: |
1.86 |
Implied volatility: |
- |
Historic volatility: |
0.20 |
Parity: |
1.86 |
Time value: |
0.21 |
Break-even: |
57.50 |
Moneyness: |
1.51 |
Premium: |
0.04 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
0.98% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.080 |
High: |
2.110 |
Low: |
2.080 |
Previous Close: |
2.120 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.96% |
1 Month |
|
|
+2.45% |
3 Months |
|
|
+33.12% |
YTD |
|
|
+29.81% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.120 |
2.030 |
1M High / 1M Low: |
2.280 |
1.910 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-24 |
2.280 |
Low (YTD): |
2024-02-13 |
1.460 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.110 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |