BNP Paribas Call 55 TSN 19.12.2025
/ DE000PC1L1C8
BNP Paribas Call 55 TSN 19.12.202.../ DE000PC1L1C8 /
| 2024-10-04 9:50:33 PM |
Chg.+0.050 |
Bid9:58:33 PM |
Ask9:58:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+6.33% |
0.830
Bid Size: 14,200 |
0.840
Ask Size: 14,200 |
Tyson Foods |
55.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1L1C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 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: |
6.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.32 |
| Time value: |
0.52 |
| Break-even: |
58.51 |
| Moneyness: |
1.06 |
| Premium: |
0.10 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
4.43 |
| Rho: |
0.35 |
Quote data
| Open: |
0.800 |
| High: |
0.840 |
| Low: |
0.790 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-39.13% |
| 3 Months |
|
|
+12.00% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.790 |
| 1M High / 1M Low: |
1.380 |
0.770 |
| 6M High / 6M Low: |
1.380 |
0.640 |
| High (YTD): |
2024-09-06 |
1.380 |
| Low (YTD): |
2024-06-14 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.982 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.012 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.98% |
| Volatility 6M: |
|
84.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
