BNP Paribas Call 55 RIO 21.06.2024
/ DE000PC3BU82
BNP Paribas Call 55 RIO 21.06.202.../ DE000PC3BU82 /
| 15/05/2024 17:20:58 |
Chg.-0.030 |
Bid17:27:20 |
Ask17:27:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-11.54% |
0.230
Bid Size: 25,000 |
0.240
Ask Size: 25,000 |
Rio Tinto PLC ORD 10... |
55.00 GBP |
21/06/2024 |
Call |
Master data
| WKN: |
PC3BU8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 GBP |
| Maturity: |
21/06/2024 |
| Issue date: |
16/01/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
0.04 |
| Time value: |
0.23 |
| Break-even: |
66.71 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
13.49 |
| Rho: |
0.03 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.210 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.81% |
| 1 Month |
|
|
-14.81% |
| 3 Months |
|
|
+4.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.260 |
| 1M High / 1M Low: |
0.320 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.255 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
