BNP Paribas Call 2.8 RR/ 20.09.2024
/ DE000PC1MBC5
BNP Paribas Call 2.8 RR/ 20.09.20.../ DE000PC1MBC5 /
| 06/08/2024 10:26:33 |
Chg.+0.12 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
+6.09% |
-
Bid Size: - |
-
Ask Size: - |
Rolls-Royce Holdings... |
2.80 GBP |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/09/2024 |
| 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: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
1.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.29% |
| 1 Month |
|
|
-5.00% |
| 3 Months |
|
|
+28.22% |
| YTD |
|
|
+226.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.53 |
1.93 |
| 1M High / 1M Low: |
2.53 |
1.84 |
| 6M High / 6M Low: |
2.53 |
0.65 |
| High (YTD): |
01/08/2024 |
2.53 |
| Low (YTD): |
05/01/2024 |
0.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.74 |
| Avg. volume 6M: |
|
32 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.23% |
| Volatility 6M: |
|
93.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
