BNP Paribas Call 4.2 RR/ 21.06.2024
/ DE000PC6M4F9
BNP Paribas Call 4.2 RR/ 21.06.20.../ DE000PC6M4F9 /
| 6/3/2024 10:08:44 AM |
Chg.+0.080 |
Bid3:48:02 PM |
Ask3:48:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+19.05% |
0.510
Bid Size: 11,000 |
0.550
Ask Size: 11,000 |
Rolls-Royce Holdings... |
4.20 GBP |
6/21/2024 |
Call |
Master data
| WKN: |
PC6M4F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.20 GBP |
| Maturity: |
6/21/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.42 |
| Parity: |
0.38 |
| Time value: |
0.08 |
| Break-even: |
5.39 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.04 |
| Spread %: |
9.52% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
9.16 |
| Rho: |
0.00 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.380 |
| 1M High / 1M Low: |
0.450 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
