BNP Paribas Call 60 TSN 19.12.2025
/ DE000PC1L1D6
BNP Paribas Call 60 TSN 19.12.202.../ DE000PC1L1D6 /
| 29/08/2024 21:50:38 |
Chg.-0.050 |
Bid21:59:24 |
Ask21:59:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-4.90% |
0.970
Bid Size: 12,700 |
0.980
Ask Size: 12,700 |
Tyson Foods |
60.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC1L1D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 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: |
5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.51 |
| Time value: |
0.54 |
| Break-even: |
64.44 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
4.16 |
| Rho: |
0.43 |
Quote data
| Open: |
1.050 |
| High: |
1.070 |
| Low: |
0.970 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.79% |
| 1 Month |
|
|
+14.12% |
| 3 Months |
|
|
+42.65% |
| YTD |
|
|
+46.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.860 |
| 1M High / 1M Low: |
1.020 |
0.750 |
| 6M High / 6M Low: |
1.040 |
0.460 |
| High (YTD): |
24/04/2024 |
1.040 |
| Low (YTD): |
14/06/2024 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.857 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.763 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.76% |
| Volatility 6M: |
|
85.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
