BNP Paribas Call 50 RIO 19.12.2025
/ DE000PC5CN13
BNP Paribas Call 50 RIO 19.12.202.../ DE000PC5CN13 /
| 13/06/2024 17:21:00 |
Chg.-0.030 |
Bid13/06/2024 |
Ask13/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-3.16% |
0.920
Bid Size: 25,000 |
0.930
Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
50.00 GBP |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
20/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.24 |
| Parity: |
0.31 |
| Time value: |
0.65 |
| Break-even: |
68.80 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
4.59 |
| Rho: |
0.52 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.900 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
-23.97% |
| 3 Months |
|
|
+24.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.920 |
| 1M High / 1M Low: |
1.450 |
0.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.165 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
