BNP Paribas Call 3.2 RR/ 20.12.2024
/ DE000PC21R96
BNP Paribas Call 3.2 RR/ 20.12.20.../ DE000PC21R96 /
| 12/09/2024 09:56:58 |
Chg.+0.15 |
Bid12:54:15 |
Ask12:54:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.06EUR |
+7.85% |
2.06
Bid Size: 10,000 |
2.08
Ask Size: 10,000 |
Rolls-Royce Holdings... |
3.20 GBP |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.36 |
| Parity: |
1.91 |
| Time value: |
0.06 |
| Break-even: |
5.76 |
| Moneyness: |
1.50 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.03% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
2.79 |
| Rho: |
0.01 |
Quote data
| Open: |
2.06 |
| High: |
2.06 |
| Low: |
2.06 |
| Previous Close: |
1.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.85% |
| 1 Month |
|
|
+0.98% |
| 3 Months |
|
|
+4.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.95 |
1.87 |
| 1M High / 1M Low: |
2.20 |
1.87 |
| 6M High / 6M Low: |
2.20 |
1.15 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.80% |
| Volatility 6M: |
|
93.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
