BNP Paribas Call 50 RIO 21.06.2024
/ DE000PC3BU90
BNP Paribas Call 50 RIO 21.06.202.../ DE000PC3BU90 /
| 5/28/2024 1:20:52 PM |
Chg.-0.060 |
Bid5/28/2024 |
Ask5/28/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-7.32% |
0.760
Bid Size: 25,000 |
0.780
Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
50.00 GBP |
6/21/2024 |
Call |
Master data
| WKN: |
PC3BU9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 GBP |
| Maturity: |
6/21/2024 |
| Issue date: |
1/16/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.25 |
| Parity: |
0.73 |
| Time value: |
0.10 |
| Break-even: |
67.10 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.83 |
| Theta: |
-0.05 |
| Omega: |
6.61 |
| Rho: |
0.03 |
Quote data
| Open: |
0.750 |
| High: |
0.760 |
| Low: |
0.740 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.75% |
| 1 Month |
|
|
+18.75% |
| 3 Months |
|
|
+171.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.820 |
| 1M High / 1M Low: |
1.010 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.873 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.767 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
