BNP Paribas Call 3.8 RR/ 20.09.2024
/ DE000PC5CRQ3
BNP Paribas Call 3.8 RR/ 20.09.20.../ DE000PC5CRQ3 /
| 8/6/2024 9:59:30 AM |
Chg.+0.19 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
+23.17% |
-
Bid Size: - |
-
Ask Size: - |
Rolls-Royce Holdings... |
3.80 GBP |
9/20/2024 |
Call |
Master data
| WKN: |
PC5CRQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.80 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.37 |
| Parity: |
0.67 |
| Time value: |
0.19 |
| Break-even: |
5.29 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.06 |
| Spread %: |
7.50% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
4.61 |
| Rho: |
0.00 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
0.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.24% |
| 1 Month |
|
|
-8.18% |
| 3 Months |
|
|
+40.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
0.820 |
| 1M High / 1M Low: |
1.450 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.968 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
