BNP Paribas Call 3.5 RR/ 20.12.2024
/ DE000PC21R88
BNP Paribas Call 3.5 RR/ 20.12.20.../ DE000PC21R88 /
| 6/28/2024 5:21:01 PM |
Chg.+0.020 |
Bid5:29:23 PM |
Ask5:29:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
+1.36% |
-
Bid Size: - |
-
Ask Size: - |
Rolls-Royce Holdings... |
3.50 GBP |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.42 |
| Parity: |
1.27 |
| Time value: |
0.25 |
| Break-even: |
5.65 |
| Moneyness: |
1.31 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.33% |
| Delta: |
0.84 |
| Theta: |
0.00 |
| Omega: |
3.00 |
| Rho: |
0.01 |
Quote data
| Open: |
1.510 |
| High: |
1.530 |
| Low: |
1.490 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.35% |
| 1 Month |
|
|
+4.93% |
| 3 Months |
|
|
+13.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.470 |
| 1M High / 1M Low: |
1.770 |
1.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.558 |
| Avg. volume 1M: |
|
130.435 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
