BNP Paribas Call 3.5 RR/ 20.12.2024
/ DE000PC21R88
BNP Paribas Call 3.5 RR/ 20.12.20.../ DE000PC21R88 /
| 14/10/2024 09:58:06 |
Chg.+0.13 |
Bid11:04:12 |
Ask11:04:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
+6.07% |
2.24
Bid Size: 10,000 |
2.26
Ask Size: 10,000 |
Rolls-Royce Holdings... |
3.50 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
PC21R8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 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: |
2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.36 |
| Parity: |
2.16 |
| Time value: |
0.13 |
| Break-even: |
6.47 |
| Moneyness: |
1.52 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.88% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
2.53 |
| Rho: |
0.01 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.13% |
| 1 Month |
|
|
+29.71% |
| 3 Months |
|
|
+64.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
2.11 |
| 1M High / 1M Low: |
2.23 |
1.80 |
| 6M High / 6M Low: |
2.23 |
0.99 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.17% |
| Volatility 6M: |
|
103.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
