BNP Paribas Call 3.8 RR/ 21.06.2024
/ DE000PC5CRM2
BNP Paribas Call 3.8 RR/ 21.06.20.../ DE000PC5CRM2 /
21/05/2024 10:13:26 |
Chg.+0.100 |
Bid20:00:03 |
Ask20:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
+16.95% |
- Bid Size: - |
- Ask Size: - |
Rolls-Royce Holdings... |
3.80 GBP |
21/06/2024 |
Call |
Master data
WKN: |
PC5CRM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.80 GBP |
Maturity: |
21/06/2024 |
Issue date: |
20/02/2024 |
Last trading day: |
20/06/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.58 |
Historic volatility: |
0.42 |
Parity: |
0.59 |
Time value: |
0.12 |
Break-even: |
5.16 |
Moneyness: |
1.13 |
Premium: |
0.02 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.02 |
Spread %: |
2.90% |
Delta: |
0.80 |
Theta: |
0.00 |
Omega: |
5.68 |
Rho: |
0.00 |
Quote data
Open: |
0.690 |
High: |
0.690 |
Low: |
0.690 |
Previous Close: |
0.590 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.97% |
1 Month |
|
|
+56.82% |
3 Months |
|
|
+283.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.530 |
1M High / 1M Low: |
0.720 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.584 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.576 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
185.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |