BNP Paribas Call 60 TSN 16.01.2026
/ DE000PC1L1J3
BNP Paribas Call 60 TSN 16.01.202.../ DE000PC1L1J3 /
| 2024-05-24 9:14:34 AM |
Chg.0.000 |
Bid10:00:08 PM |
Ask10:00:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
60.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1L1J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 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: |
6.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-0.03 |
| Time value: |
0.84 |
| Break-even: |
63.71 |
| Moneyness: |
1.00 |
| Premium: |
0.16 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.44% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
4.15 |
| Rho: |
0.44 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.40% |
| 1 Month |
|
|
-16.35% |
| 3 Months |
|
|
+40.32% |
| YTD |
|
|
+26.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.870 |
| 1M High / 1M Low: |
1.060 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-06 |
1.060 |
| Low (YTD): |
2024-02-15 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.924 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
