BNP Paribas Call 4.8 RR/ 21.06.2024
/ DE000PC70SR8
BNP Paribas Call 4.8 RR/ 21.06.20.../ DE000PC70SR8 /
| 2024-06-14 4:21:20 PM |
Chg.-0.030 |
Bid2024-06-14 |
Ask2024-06-14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.014EUR |
-68.18% |
0.014
Bid Size: 58,000 |
0.100
Ask Size: 58,000 |
Rolls-Royce Holdings... |
4.80 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
PC70SR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.80 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
55.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.42 |
| Parity: |
-0.13 |
| Time value: |
0.10 |
| Break-even: |
5.81 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
7.49 |
| Spread abs.: |
0.06 |
| Spread %: |
122.22% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
21.39 |
| Rho: |
0.00 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.011 |
| Previous Close: |
0.044 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.16% |
| 1 Month |
|
|
-75.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.068 |
0.037 |
| 1M High / 1M Low: |
0.068 |
0.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
478.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
