BNP Paribas Call 3.2 RR/ 20.12.2024
/ DE000PC21R96
BNP Paribas Call 3.2 RR/ 20.12.20.../ DE000PC21R96 /
| 8/6/2024 5:21:08 PM |
Chg.+0.140 |
Bid5:28:28 PM |
Ask5:28:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.810EUR |
+8.38% |
1.810
Bid Size: 10,000 |
1.830
Ask Size: 10,000 |
Rolls-Royce Holdings... |
3.20 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
PC21R9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.20 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.37 |
| Parity: |
1.37 |
| Time value: |
0.33 |
| Break-even: |
5.43 |
| Moneyness: |
1.37 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
3.66% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
2.48 |
| Rho: |
0.01 |
Quote data
| Open: |
1.700 |
| High: |
1.810 |
| Low: |
1.700 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.04% |
| 1 Month |
|
|
+4.62% |
| 3 Months |
|
|
+28.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.030 |
1.630 |
| 1M High / 1M Low: |
2.030 |
1.480 |
| 6M High / 6M Low: |
2.080 |
0.510 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.439 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.53% |
| Volatility 6M: |
|
94.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
