BNP Paribas Call 3.2 RRU 21.06.2024
/ DE000PC1MBA9
BNP Paribas Call 3.2 RRU 21.06.20.../ DE000PC1MBA9 /
| 24/05/2024 17:21:07 |
Chg.+0.040 |
Bid17:29:03 |
Ask17:29:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+2.82% |
-
Bid Size: - |
-
Ask Size: - |
ROLLS ROYCE HLDGS LS... |
3.20 - |
21/06/2024 |
Call |
Master data
| WKN: |
PC1MBA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ROLLS ROYCE HLDGS LS 0.20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.20 - |
| Maturity: |
21/06/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
27/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
- |
| Historic volatility: |
0.42 |
| Parity: |
2.12 |
| Time value: |
-0.65 |
| Break-even: |
4.67 |
| Moneyness: |
1.66 |
| Premium: |
-0.12 |
| Premium p.a.: |
-0.93 |
| Spread abs.: |
0.02 |
| Spread %: |
1.38% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.390 |
| High: |
1.460 |
| Low: |
1.390 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+23.73% |
| 3 Months |
|
|
+82.50% |
| YTD |
|
|
+329.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.460 |
1.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
24/05/2024 |
1.460 |
| Low (YTD): |
01/02/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
