BNP Paribas Call 3.2 RR/ 20.09.2024
/ DE000PC1MBE1
BNP Paribas Call 3.2 RR/ 20.09.20.../ DE000PC1MBE1 /
| 06/08/2024 17:20:52 |
Chg.+0.160 |
Bid17:28:30 |
Ask17:28:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.720EUR |
+10.26% |
-
Bid Size: - |
-
Ask Size: - |
Rolls-Royce Holdings... |
3.20 GBP |
20/09/2024 |
Call |
Master data
| WKN: |
PC1MBE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.20 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: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.37 |
| Parity: |
1.37 |
| Time value: |
0.22 |
| Break-even: |
5.32 |
| Moneyness: |
1.37 |
| Premium: |
0.04 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.06 |
| Spread %: |
3.92% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
2.71 |
| Rho: |
0.00 |
Quote data
| Open: |
1.590 |
| High: |
1.720 |
| Low: |
1.590 |
| Previous Close: |
1.560 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.55% |
| 1 Month |
|
|
+4.24% |
| 3 Months |
|
|
+31.30% |
| YTD |
|
|
+300.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
1.560 |
| 1M High / 1M Low: |
1.950 |
1.390 |
| 6M High / 6M Low: |
1.990 |
0.420 |
| High (YTD): |
20/06/2024 |
1.990 |
| Low (YTD): |
01/02/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.350 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.12% |
| Volatility 6M: |
|
107.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
