BNP Paribas Call 40 TSN 19.12.2025
/ DE000PC1L096
BNP Paribas Call 40 TSN 19.12.202.../ DE000PC1L096 /
| 7/5/2024 9:09:57 AM |
Chg.+0.01 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
+0.59% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
40.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC1L09 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
1.54 |
| Time value: |
0.24 |
| Break-even: |
54.80 |
| Moneyness: |
1.42 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
3.49% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.74 |
| Rho: |
0.45 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.71 |
| Previous Close: |
1.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.16% |
| 1 Month |
|
|
-0.58% |
| 3 Months |
|
|
-15.76% |
| YTD |
|
|
+6.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.70 |
| 1M High / 1M Low: |
1.83 |
1.49 |
| 6M High / 6M Low: |
2.25 |
1.45 |
| High (YTD): |
5/6/2024 |
2.25 |
| Low (YTD): |
2/14/2024 |
1.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.64% |
| Volatility 6M: |
|
54.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
