BNP Paribas Call 50 RIO 19.12.2025
/ DE000PC5CN13
BNP Paribas Call 50 RIO 19.12.202.../ DE000PC5CN13 /
| 2024-05-21 10:20:46 AM |
Chg.+0.010 |
Bid10:23:51 AM |
Ask10:23:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
+0.71% |
1.410
Bid Size: 25,000 |
1.430
Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
50.00 GBP |
2025-12-19 |
Call |
Master data
| WKN: |
PC5CN1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 GBP |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.25 |
| Parity: |
0.89 |
| Time value: |
0.53 |
| Break-even: |
72.72 |
| Moneyness: |
1.15 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.43% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
3.89 |
| Rho: |
0.65 |
Quote data
| Open: |
1.420 |
| High: |
1.420 |
| Low: |
1.410 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.53% |
| 1 Month |
|
|
+25.89% |
| 3 Months |
|
|
+69.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.180 |
| 1M High / 1M Low: |
1.400 |
1.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.199 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
