BNP Paribas Call 45 TSN 19.12.2025
/ DE000PC1L1A2
BNP Paribas Call 45 TSN 19.12.202.../ DE000PC1L1A2 /
30/08/2024 09:14:35 |
Chg.-0.10 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
1.94EUR |
-4.90% |
- Bid Size: - |
- Ask Size: - |
Tyson Foods |
45.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
PC1L1A |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.95 |
Intrinsic value: |
1.75 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
1.75 |
Time value: |
0.23 |
Break-even: |
60.53 |
Moneyness: |
1.43 |
Premium: |
0.04 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
1.02% |
Delta: |
0.94 |
Theta: |
-0.01 |
Omega: |
2.77 |
Rho: |
0.46 |
Quote data
Open: |
1.94 |
High: |
1.94 |
Low: |
1.94 |
Previous Close: |
2.04 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.18% |
1 Month |
|
|
+14.12% |
3 Months |
|
|
+34.72% |
YTD |
|
|
+46.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.04 |
1.83 |
1M High / 1M Low: |
2.04 |
1.56 |
6M High / 6M Low: |
2.04 |
1.16 |
High (YTD): |
29/08/2024 |
2.04 |
Low (YTD): |
14/06/2024 |
1.16 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.92 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.77 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.57 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.83% |
Volatility 6M: |
|
64.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |