BNP Paribas Call 50 TSN 19.12.2025
/ DE000PC1L1B0
BNP Paribas Call 50 TSN 19.12.202.../ DE000PC1L1B0 /
| 8/16/2024 9:19:53 AM |
Chg.0.00 |
Bid1:11:48 PM |
Ask1:11:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
0.00% |
1.38
Bid Size: 16,800 |
1.41
Ask Size: 16,800 |
Tyson Foods |
50.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC1L1B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 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: |
3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
1.10 |
| Time value: |
0.32 |
| Break-even: |
59.77 |
| Moneyness: |
1.24 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.43% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
3.47 |
| Rho: |
0.47 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.70% |
| 1 Month |
|
|
+30.56% |
| 3 Months |
|
|
-0.70% |
| YTD |
|
|
+31.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.30 |
| 1M High / 1M Low: |
1.45 |
1.08 |
| 6M High / 6M Low: |
1.58 |
0.87 |
| High (YTD): |
5/6/2024 |
1.58 |
| Low (YTD): |
6/14/2024 |
0.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.25% |
| Volatility 6M: |
|
73.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
