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: |
|
- |
