BNP Paribas Call 4 RR/ 20.12.2024
/ DE000PC25PS6
BNP Paribas Call 4 RR/ 20.12.2024/ DE000PC25PS6 /
2024-09-27 10:20:59 AM |
Chg.-0.050 |
Bid10:48:49 AM |
Ask10:48:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.580EUR |
-3.07% |
1.590 Bid Size: 10,000 |
1.610 Ask Size: 10,000 |
Rolls-Royce Holdings... |
4.00 GBP |
2024-12-20 |
Call |
Master data
WKN: |
PC25PS |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.00 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-10 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.54 |
Intrinsic value: |
1.48 |
Implied volatility: |
0.58 |
Historic volatility: |
0.37 |
Parity: |
1.48 |
Time value: |
0.17 |
Break-even: |
6.45 |
Moneyness: |
1.31 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
1.23% |
Delta: |
0.87 |
Theta: |
0.00 |
Omega: |
3.31 |
Rho: |
0.01 |
Quote data
Open: |
1.580 |
High: |
1.580 |
Low: |
1.580 |
Previous Close: |
1.630 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.86% |
1 Month |
|
|
+19.70% |
3 Months |
|
|
+54.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.670 |
1.610 |
1M High / 1M Low: |
1.670 |
0.980 |
6M High / 6M Low: |
1.670 |
0.650 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.640 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.315 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.037 |
Avg. volume 6M: |
|
158.730 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.03% |
Volatility 6M: |
|
121.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |