BNP Paribas Call 50 RIO 19.12.2025
/ DE000PC5CN13
BNP Paribas Call 50 RIO 19.12.202.../ DE000PC5CN13 /
| 5/17/2024 2:20:54 PM |
Chg.+0.090 |
Bid5/17/2024 |
Ask5/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+7.09% |
1.360
Bid Size: 25,000 |
1.380
Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
50.00 GBP |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.25 |
| Parity: |
0.75 |
| Time value: |
0.55 |
| Break-even: |
71.29 |
| Moneyness: |
1.13 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
4.05 |
| Rho: |
0.63 |
Quote data
| Open: |
1.360 |
| High: |
1.360 |
| Low: |
1.350 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.94% |
| 1 Month |
|
|
+19.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.180 |
| 1M High / 1M Low: |
1.270 |
1.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
