BNP Paribas Call 55 TSN 19.12.2025
/ DE000PC1L1C8
BNP Paribas Call 55 TSN 19.12.202.../ DE000PC1L1C8 /
| 8/30/2024 9:50:45 PM |
Chg.+0.010 |
Bid9:58:43 PM |
Ask9:58:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
+0.80% |
1.270
Bid Size: 14,700 |
1.280
Ask Size: 14,700 |
Tyson Foods |
55.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC1L1C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.84 |
| Time value: |
0.44 |
| Break-even: |
62.59 |
| Moneyness: |
1.17 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
3.65 |
| Rho: |
0.44 |
Quote data
| Open: |
1.270 |
| High: |
1.280 |
| Low: |
1.230 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+15.60% |
| 3 Months |
|
|
+38.46% |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
1.210 |
| 1M High / 1M Low: |
1.320 |
0.990 |
| 6M High / 6M Low: |
1.320 |
0.640 |
| High (YTD): |
8/28/2024 |
1.320 |
| Low (YTD): |
6/14/2024 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.996 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.29% |
| Volatility 6M: |
|
74.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
