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: |
|
- |