BNP Paribas Call 2.8 RR/ 20.09.2024
/ DE000PC1MBC5
BNP Paribas Call 2.8 RR/ 20.09.20.../ DE000PC1MBC5 /
| 6/14/2024 5:20:58 PM |
Chg.-0.100 |
Bid5:29:27 PM |
Ask5:29:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.160EUR |
-4.42% |
2.170
Bid Size: 10,000 |
2.190
Ask Size: 10,000 |
Rolls-Royce Holdings... |
2.80 GBP |
9/20/2024 |
Call |
Master data
| WKN: |
PC1MBC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.80 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
2.24 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.42 |
| Parity: |
2.24 |
| Time value: |
0.05 |
| Break-even: |
5.62 |
| Moneyness: |
1.67 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.88% |
| Delta: |
0.98 |
| Theta: |
0.00 |
| Omega: |
2.38 |
| Rho: |
0.01 |
Quote data
| Open: |
2.200 |
| High: |
2.200 |
| Low: |
2.130 |
| Previous Close: |
2.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.93% |
| 1 Month |
|
|
+19.34% |
| 3 Months |
|
|
+44.97% |
| YTD |
|
|
+227.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.290 |
2.160 |
| 1M High / 1M Low: |
2.290 |
1.730 |
| 6M High / 6M Low: |
2.290 |
0.600 |
| High (YTD): |
6/12/2024 |
2.290 |
| Low (YTD): |
1/3/2024 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.331 |
| Avg. volume 6M: |
|
4.878 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.93% |
| Volatility 6M: |
|
82.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
