BNP Paribas Call 3 RR/ 20.09.2024
/ DE000PC1MBD3
BNP Paribas Call 3 RR/ 20.09.2024/ DE000PC1MBD3 /
| 14/06/2024 17:20:58 |
Chg.-0.090 |
Bid17:27:38 |
Ask17:27:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.940EUR |
-4.43% |
1.950
Bid Size: 10,000 |
1.970
Ask Size: 10,000 |
Rolls-Royce Holdings... |
3.00 GBP |
20/09/2024 |
Call |
Master data
| WKN: |
PC1MBD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.00 GBP |
| Maturity: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.42 |
| Parity: |
2.01 |
| Time value: |
0.05 |
| Break-even: |
5.63 |
| Moneyness: |
1.56 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.98% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
2.62 |
| Rho: |
0.01 |
Quote data
| Open: |
1.970 |
| High: |
1.970 |
| Low: |
1.900 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.04% |
| 1 Month |
|
|
+25.97% |
| 3 Months |
|
|
+53.97% |
| YTD |
|
|
+266.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.070 |
1.920 |
| 1M High / 1M Low: |
2.070 |
1.520 |
| 6M High / 6M Low: |
2.070 |
0.480 |
| High (YTD): |
12/06/2024 |
2.070 |
| Low (YTD): |
03/01/2024 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.809 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.146 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.78% |
| Volatility 6M: |
|
96.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
