BNP Paribas Call 45 RIO 20.12.2024
/ DE000PC3BVF5
BNP Paribas Call 45 RIO 20.12.202.../ DE000PC3BVF5 /
| 2024-05-20 5:20:54 PM |
Chg.0.000 |
Bid5:22:56 PM |
Ask5:22:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
0.00% |
1.630
Bid Size: 25,000 |
1.650
Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
45.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
PC3BVF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
1.46 |
| Time value: |
0.18 |
| Break-even: |
68.99 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.23% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.74 |
| Rho: |
0.26 |
Quote data
| Open: |
1.640 |
| High: |
1.660 |
| Low: |
1.610 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.60% |
| 1 Month |
|
|
+28.35% |
| 3 Months |
|
|
+63.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.360 |
| 1M High / 1M Low: |
1.630 |
1.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.367 |
| Avg. volume 1M: |
|
44.444 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
