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: |
|
- |