BNP Paribas Call 3.8 RR/ 20.12.2024
/ DE000PC5CRT7
BNP Paribas Call 3.8 RR/ 20.12.20.../ DE000PC5CRT7 /
| 9/18/2024 9:48:54 AM |
Chg.-0.03 |
Bid10:51:23 AM |
Ask10:51:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-1.99% |
1.49
Bid Size: 10,000 |
1.51
Ask Size: 10,000 |
Rolls-Royce Holdings... |
3.80 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
PC5CRT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.80 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.37 |
| Parity: |
1.30 |
| Time value: |
0.19 |
| Break-even: |
5.99 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.36% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
3.32 |
| Rho: |
0.01 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.54% |
| 1 Month |
|
|
-5.13% |
| 3 Months |
|
|
+13.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.27 |
| 1M High / 1M Low: |
1.55 |
1.21 |
| 6M High / 6M Low: |
1.56 |
0.77 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
180 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
42.86 |
| Avg. price 6M: |
|
1.16 |
| Avg. volume 6M: |
|
7.14 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.56% |
| Volatility 6M: |
|
127.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
