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BNP Paribas Call 2.8 RR/ 20.09.20.../  DE000PC1MBC5  /

Frankfurt Zert./BNP
8/6/2024  5:20:55 PM Chg.+0.170 Bid5:28:33 PM Ask5:28:33 PM Underlying Strike price Expiration date Option type
2.170EUR +8.50% 2.170
Bid Size: 10,000		 2.190
Ask Size: 10,000		 Rolls-Royce Holdings... 2.80 GBP 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 GBP
Maturity: 9/20/2024
Issue date: 12/11/2023
Last trading day: 9/19/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 1.85
Intrinsic value: 1.84
Implied volatility: 1.36
Historic volatility: 0.37
Parity: 1.84
Time value: 0.19
Break-even: 5.30
Moneyness: 1.56
Premium: 0.04
Premium p.a.: 0.35
Spread abs.: 0.06
Spread %: 3.05%
Delta: 0.88
Theta: -0.01
Omega: 2.22
Rho: 0.00
 

Quote data

Open: 2.040
High: 2.170
Low: 2.040
Previous Close: 2.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.50%
1 Month  
+3.33%
3 Months  
+27.65%
YTD  
+228.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.410 2.000
1M High / 1M Low: 2.410 1.840
6M High / 6M Low: 2.440 0.650
High (YTD): 6/20/2024 2.440
Low (YTD): 1/3/2024 0.610
52W High: - -
52W Low: - -
Avg. price 1W:   2.126
Avg. volume 1W:   0.000
Avg. price 1M:   2.058
Avg. volume 1M:   0.000
Avg. price 6M:   1.741
Avg. volume 6M:   4.800
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.91%
Volatility 6M:   87.15%
Volatility 1Y:   -
Volatility 3Y:   -