BNP Paribas Call 55 TSN 19.12.2025
/ DE000PC1L1C8
BNP Paribas Call 55 TSN 19.12.202.../ DE000PC1L1C8 /
| 26/07/2024 21:50:32 |
Chg.+0.030 |
Bid21:58:51 |
Ask21:58:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
+2.83% |
1.090
Bid Size: 13,500 |
1.100
Ask Size: 13,500 |
Tyson Foods |
55.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC1L1C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 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: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.55 |
| Time value: |
0.55 |
| Break-even: |
61.66 |
| Moneyness: |
1.11 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.92% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
3.82 |
| Rho: |
0.43 |
Quote data
| Open: |
1.050 |
| High: |
1.100 |
| Low: |
1.040 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.00% |
| 1 Month |
|
|
+37.97% |
| 3 Months |
|
|
-11.38% |
| YTD |
|
|
+29.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.970 |
| 1M High / 1M Low: |
1.090 |
0.750 |
| 6M High / 6M Low: |
1.290 |
0.640 |
| High (YTD): |
24/04/2024 |
1.290 |
| Low (YTD): |
14/06/2024 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.879 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.940 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.91% |
| Volatility 6M: |
|
80.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
