BNP Paribas Call 45 RIO 20.06.2025
/ DE000PC5CNV2
BNP Paribas Call 45 RIO 20.06.202.../ DE000PC5CNV2 /
| 2024-09-25 11:20:51 AM |
Chg.+0.010 |
Bid2024-09-25 |
Ask2024-09-25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+1.02% |
0.990
Bid Size: 25,000 |
1.000
Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
45.00 GBP |
2025-06-20 |
Call |
Master data
| WKN: |
PC5CNV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 GBP |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
0.63 |
| Time value: |
0.36 |
| Break-even: |
63.89 |
| Moneyness: |
1.12 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
4.60 |
| Rho: |
0.26 |
Quote data
| Open: |
1.010 |
| High: |
1.010 |
| Low: |
0.990 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.50% |
| 1 Month |
|
|
+37.50% |
| 3 Months |
|
|
-13.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.720 |
| 1M High / 1M Low: |
0.980 |
0.530 |
| 6M High / 6M Low: |
1.780 |
0.530 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.086 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.52% |
| Volatility 6M: |
|
98.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
