BNP Paribas Call 45 RIO 20.12.2024
/ DE000PC3BVF5
BNP Paribas Call 45 RIO 20.12.202.../ DE000PC3BVF5 /
2024-09-24 4:21:12 PM |
Chg.+0.210 |
Bid2024-09-24 |
Ask2024-09-24 |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
+36.21% |
0.790 Bid Size: 25,000 |
0.810 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: |
9.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.40 |
Implied volatility: |
0.30 |
Historic volatility: |
0.22 |
Parity: |
0.40 |
Time value: |
0.19 |
Break-even: |
59.96 |
Moneyness: |
1.07 |
Premium: |
0.03 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
1.72% |
Delta: |
0.73 |
Theta: |
-0.02 |
Omega: |
7.18 |
Rho: |
0.09 |
Quote data
Open: |
0.810 |
High: |
0.810 |
Low: |
0.790 |
Previous Close: |
0.580 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+41.07% |
1 Month |
|
|
+43.64% |
3 Months |
|
|
-21.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.530 |
1M High / 1M Low: |
0.650 |
0.360 |
6M High / 6M Low: |
1.690 |
0.360 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.578 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.502 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.949 |
Avg. volume 6M: |
|
6.400 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
169.48% |
Volatility 6M: |
|
114.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |