BNP Paribas Call 3.5 RR/ 20.12.2024
/ DE000PC21R88
BNP Paribas Call 3.5 RR/ 20.12.20.../ DE000PC21R88 /
10/14/2024 9:58:06 AM |
Chg.+0.13 |
Bid12:03:51 PM |
Ask12:03:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.27EUR |
+6.07% |
2.23 Bid Size: 10,000 |
2.25 Ask Size: 10,000 |
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: |
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: |
|
- |