BNP Paribas Call 40 TSN 19.12.2025
/ DE000PC1L096
BNP Paribas Call 40 TSN 19.12.202.../ DE000PC1L096 /
| 2024-06-21 9:06:47 AM |
Chg.+0.08 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
+4.94% |
-
Bid Size: - |
-
Ask Size: - |
Tyson Foods |
40.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1L09 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 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: |
3.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.20 |
| Parity: |
1.52 |
| Time value: |
0.22 |
| Break-even: |
54.81 |
| Moneyness: |
1.41 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.16% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
2.92 |
| Rho: |
0.50 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.70 |
| Previous Close: |
1.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.09% |
| 1 Month |
|
|
-19.05% |
| 3 Months |
|
|
-11.92% |
| YTD |
|
|
+5.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.70 |
1.52 |
| 1M High / 1M Low: |
2.10 |
1.49 |
| 6M High / 6M Low: |
2.25 |
1.45 |
| High (YTD): |
2024-05-06 |
2.25 |
| Low (YTD): |
2024-02-14 |
1.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.81% |
| Volatility 6M: |
|
55.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
