BNP Paribas Call 45 RIO 20.06.2025
/ DE000PC5CNV2
BNP Paribas Call 45 RIO 20.06.202.../ DE000PC5CNV2 /
| 2024-06-11 10:14:17 AM |
Chg.-0.08 |
Bid2:10:44 PM |
Ask2:10:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
-6.30% |
1.18
Bid Size: 25,000 |
1.19
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: |
4.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.24 |
| Parity: |
1.00 |
| Time value: |
0.31 |
| Break-even: |
66.32 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.55% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
4.12 |
| Rho: |
0.42 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.30% |
| 1 Month |
|
|
-26.09% |
| 3 Months |
|
|
+33.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.27 |
| 1M High / 1M Low: |
1.78 |
1.27 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
