BNP Paribas Call 45 TSN 19.12.2025
/ DE000PC1L1A2
BNP Paribas Call 45 TSN 19.12.202.../ DE000PC1L1A2 /
| 2024-07-26 9:14:44 AM |
Chg.+0.07 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
+4.40% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
45.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1L1A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
1.47 |
| Time value: |
0.26 |
| Break-even: |
58.75 |
| Moneyness: |
1.36 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.17% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
3.02 |
| Rho: |
0.49 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.61% |
| 1 Month |
|
|
+18.57% |
| 3 Months |
|
|
-9.29% |
| YTD |
|
|
+25.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.55 |
| 1M High / 1M Low: |
1.66 |
1.30 |
| 6M High / 6M Low: |
1.90 |
1.16 |
| High (YTD): |
2024-05-06 |
1.90 |
| Low (YTD): |
2024-06-14 |
1.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.15% |
| Volatility 6M: |
|
63.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
