BNP Paribas Call 3.8 RRU 20.09.2024
/ DE000PC5CRQ3
BNP Paribas Call 3.8 RRU 20.09.20.../ DE000PC5CRQ3 /
20/08/2024 10:19:10 |
Chg.- |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
1.41EUR |
- |
- Bid Size: - |
- Ask Size: - |
ROLLS ROYCE HLDGS LS... |
3.80 - |
20/09/2024 |
Call |
Master data
WKN: |
PC5CRQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ROLLS ROYCE HLDGS LS 0.20 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.80 - |
Maturity: |
20/09/2024 |
Issue date: |
20/02/2024 |
Last trading day: |
21/08/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.90 |
Intrinsic value: |
1.90 |
Implied volatility: |
- |
Historic volatility: |
0.36 |
Parity: |
1.90 |
Time value: |
-0.50 |
Break-even: |
5.20 |
Moneyness: |
1.50 |
Premium: |
-0.09 |
Premium p.a.: |
-0.99 |
Spread abs.: |
0.02 |
Spread %: |
1.45% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.44 |
High: |
1.44 |
Low: |
1.41 |
Previous Close: |
1.42 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+9.30% |
3 Months |
|
|
+13.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.43 |
1.29 |
6M High / 6M Low: |
1.45 |
0.60 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.37 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.95 |
Avg. volume 6M: |
|
27.03 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.24% |
Volatility 6M: |
|
159.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |