BNP Paribas Call 45 RIO 20.12.2024
/ DE000PC3BVF5
BNP Paribas Call 45 RIO 20.12.202.../ DE000PC3BVF5 /
| 25/09/2024 17:20:57 |
Chg.+0.010 |
Bid17:29:49 |
Ask17:29:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+1.23% |
0.820
Bid Size: 25,000 |
0.840
Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
45.00 GBP |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
16/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
0.63 |
| Time value: |
0.20 |
| Break-even: |
62.29 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
5.60 |
| Rho: |
0.09 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.800 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.72% |
| 1 Month |
|
|
+49.09% |
| 3 Months |
|
|
-18.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.530 |
| 1M High / 1M Low: |
0.810 |
0.360 |
| 6M High / 6M Low: |
1.690 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.948 |
| Avg. volume 6M: |
|
6.349 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.07% |
| Volatility 6M: |
|
126.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
