BNP Paribas Call 3.2 RR/ 20.12.2024
/ DE000PC21R96
BNP Paribas Call 3.2 RR/ 20.12.20.../ DE000PC21R96 /
| 8/7/2024 11:21:08 AM |
Chg.+0.110 |
Bid12:12:54 PM |
Ask12:12:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.920EUR |
+6.08% |
1.940
Bid Size: 10,000 |
1.960
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: |
2.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.37 |
| Parity: |
1.68 |
| Time value: |
0.15 |
| Break-even: |
5.55 |
| Moneyness: |
1.45 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.11% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
2.66 |
| Rho: |
0.01 |
Quote data
| Open: |
1.920 |
| High: |
1.920 |
| Low: |
1.920 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.66% |
| 1 Month |
|
|
+10.98% |
| 3 Months |
|
|
+35.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.030 |
1.660 |
| 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: |
|
1.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.701 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.449 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.83% |
| Volatility 6M: |
|
95.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
