BNP Paribas Call 50 RIO 20.12.202.../  DE000PC3BVE8  /

Frankfurt Zert./BNP
13/06/2024  17:21:09 Chg.-0.030 Bid13/06/2024 Ask13/06/2024 Underlying Strike price Expiration date Option type
0.620EUR -4.62% -
Bid Size: -
-
Ask Size: -
Rio Tinto PLC ORD 10... 50.00 GBP 20/12/2024 Call
 

Master data

WKN: PC3BVE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Call
Strike price: 50.00 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: 9.44
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.31
Implied volatility: 0.24
Historic volatility: 0.24
Parity: 0.31
Time value: 0.35
Break-even: 65.80
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.69
Theta: -0.01
Omega: 6.50
Rho: 0.19
 

Quote data

Open: 0.620
High: 0.620
Low: 0.600
Previous Close: 0.650
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.22%
1 Month
  -34.74%
3 Months  
+26.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.620
1M High / 1M Low: 1.200 0.620
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.674
Avg. volume 1W:   0.000
Avg. price 1M:   0.891
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -