BNP Paribas Call 3 RR/ 20.09.2024
/ DE000PC1MBD3
BNP Paribas Call 3 RR/ 20.09.2024/ DE000PC1MBD3 /
| 6/18/2024 9:22:43 AM |
Chg.0.00 |
Bid10:22:27 AM |
Ask10:22:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
0.00% |
2.01
Bid Size: 10,000 |
2.03
Ask Size: 10,000 |
Rolls-Royce Holdings... |
3.00 GBP |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.42 |
| Parity: |
1.92 |
| Time value: |
0.06 |
| Break-even: |
5.53 |
| Moneyness: |
1.54 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.02% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
2.64 |
| Rho: |
0.01 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
2.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.99% |
| 1 Month |
|
|
+34.23% |
| 3 Months |
|
|
+57.48% |
| YTD |
|
|
+284.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.98 |
| 1M High / 1M Low: |
2.07 |
1.51 |
| 6M High / 6M Low: |
2.07 |
0.48 |
| High (YTD): |
6/13/2024 |
2.07 |
| Low (YTD): |
1/5/2024 |
0.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
24.59 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.79% |
| Volatility 6M: |
|
93.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
