BNP Paribas Call 55 RIO 19.12.2025
/ DE000PC5CNZ3
BNP Paribas Call 55 RIO 19.12.202.../ DE000PC5CNZ3 /
| 6/7/2024 3:21:05 PM |
Chg.0.000 |
Bid3:38:56 PM |
Ask3:38:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
0.00% |
0.760
Bid Size: 25,000 |
0.770
Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
55.00 GBP |
12/19/2025 |
Call |
Master data
| WKN: |
PC5CNZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 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: |
8.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.24 |
| Parity: |
-0.10 |
| Time value: |
0.79 |
| Break-even: |
72.51 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
4.94 |
| Rho: |
0.48 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.760 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.23% |
| 1 Month |
|
|
-17.20% |
| 3 Months |
|
|
+26.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.730 |
| 1M High / 1M Low: |
1.100 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.909 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
