BNP Paribas Call 2.8 RR/ 20.12.2024
/ DE000PC21SB5
BNP Paribas Call 2.8 RR/ 20.12.20.../ DE000PC21SB5 /
| 28/06/2024 17:20:55 |
Chg.+0.030 |
Bid17:29:23 |
Ask17:29:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.210EUR |
+1.38% |
2.220
Bid Size: 10,000 |
2.240
Ask Size: 10,000 |
Rolls-Royce Holdings... |
2.80 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
PC21SB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.80 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.42 |
| Parity: |
2.00 |
| Time value: |
0.19 |
| Break-even: |
5.50 |
| Moneyness: |
1.60 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.92% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
2.19 |
| Rho: |
0.01 |
Quote data
| Open: |
2.220 |
| High: |
2.250 |
| Low: |
2.210 |
| Previous Close: |
2.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.05% |
| 1 Month |
|
|
+4.74% |
| 3 Months |
|
|
+14.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.410 |
2.180 |
| 1M High / 1M Low: |
2.500 |
2.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
