BNP Paribas Call 3.5 RR/ 20.09.2024
/ DE000PC1MBF8
BNP Paribas Call 3.5 RR/ 20.09.20.../ DE000PC1MBF8 /
| 9/10/2024 9:20:44 AM |
Chg.+0.13 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
+9.49% |
-
Bid Size: - |
-
Ask Size: - |
Rolls-Royce Holdings... |
3.50 GBP |
9/20/2024 |
Call |
Master data
| WKN: |
PC1MBF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
- |
| Historic volatility: |
0.36 |
| Parity: |
1.49 |
| Time value: |
-0.02 |
| Break-even: |
5.62 |
| Moneyness: |
1.36 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
2.80% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
-4.46% |
| 3 Months |
|
|
+1.35% |
| YTD |
|
|
+400.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.32 |
| 1M High / 1M Low: |
1.79 |
1.32 |
| 6M High / 6M Low: |
1.79 |
0.78 |
| High (YTD): |
8/20/2024 |
1.79 |
| Low (YTD): |
1/5/2024 |
0.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.27 |
| Avg. volume 6M: |
|
7.94 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.96% |
| Volatility 6M: |
|
122.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
