BNP Paribas Call 3.5 RR/ 21.06.2024
/ DE000PC21R70
BNP Paribas Call 3.5 RR/ 21.06.20.../ DE000PC21R70 /
| 6/14/2024 11:20:42 AM |
Chg.-0.080 |
Bid11:46:27 AM |
Ask11:46:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
-5.93% |
1.260
Bid Size: 10,000 |
1.300
Ask Size: 10,000 |
Rolls-Royce Holdings... |
3.50 GBP |
6/21/2024 |
Call |
Master data
| WKN: |
PC21R7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 GBP |
| Maturity: |
6/21/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
- |
| Historic volatility: |
0.42 |
| Parity: |
1.41 |
| Time value: |
-0.01 |
| Break-even: |
5.56 |
| Moneyness: |
1.34 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
2.94% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.280 |
| High: |
1.280 |
| Low: |
1.250 |
| Previous Close: |
1.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.42% |
| 1 Month |
|
|
+42.70% |
| 3 Months |
|
|
+89.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.240 |
| 1M High / 1M Low: |
1.390 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
