BNP Paribas Call 2.8 RRU 20.09.2024
/ DE000PC1MBC5
BNP Paribas Call 2.8 RRU 20.09.20.../ DE000PC1MBC5 /
| 8/12/2024 5:20:58 PM |
Chg.+0.020 |
Bid5:29:02 PM |
Ask5:29:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.410EUR |
+0.84% |
-
Bid Size: - |
-
Ask Size: - |
Rolls-Royce Holdings... |
2.80 - |
9/20/2024 |
Call |
Master data
| WKN: |
PC1MBC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.80 - |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
8/13/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
2.82 |
| Implied volatility: |
- |
| Historic volatility: |
0.36 |
| Parity: |
2.82 |
| Time value: |
-0.40 |
| Break-even: |
5.22 |
| Moneyness: |
2.01 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.95 |
| Spread abs.: |
0.02 |
| Spread %: |
0.83% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.440 |
| High: |
2.440 |
| Low: |
2.370 |
| Previous Close: |
2.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+0.84% |
| 3 Months |
|
|
+7.11% |
| YTD |
|
|
+265.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.410 |
2.410 |
| 6M High / 6M Low: |
2.440 |
1.390 |
| High (YTD): |
6/20/2024 |
2.440 |
| Low (YTD): |
1/3/2024 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.933 |
| Avg. volume 6M: |
|
5.660 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
74.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
