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BNP Paribas Call 3.2 RR/ 20.09.20.../  DE000PC1MBE1  /

Frankfurt Zert./BNP
2024-08-06  5:20:52 PM Chg.+0.160 Bid5:28:30 PM Ask5:28:30 PM Underlying Strike price Expiration date Option type
1.720EUR +10.26% 1.720
Bid Size: 10,000		 1.740
Ask Size: 10,000		 Rolls-Royce Holdings... 3.20 GBP 2024-09-20 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: 2024-09-20
Issue date: 2023-12-11
Last trading day: 2024-09-19
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: CL
 
  All quotes in EUR

Performance

1 Week  
+11.69%
1 Month  
+4.24%
3 Months  
+32.31%
YTD  
+300.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.950 1.540
1M High / 1M Low: 1.950 1.390
6M High / 6M Low: 1.990 0.420
High (YTD): 2024-06-20 1.990
Low (YTD): 2024-02-01 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   1.672
Avg. volume 1W:   0.000
Avg. price 1M:   1.605
Avg. volume 1M:   0.000
Avg. price 6M:   1.340
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.87%
Volatility 6M:   106.75%
Volatility 1Y:   -
Volatility 3Y:   -