BNP Paribas Call 3 RR/ 20.12.2024
/ DE000PC21SA7
BNP Paribas Call 3 RR/ 20.12.2024/ DE000PC21SA7 /
| 11/09/2024 09:51:23 |
Chg.- |
Bid09:27:05 |
Ask09:27:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.13EUR |
- |
2.30
Bid Size: 10,000 |
2.32
Ask Size: 10,000 |
Rolls-Royce Holdings... |
3.00 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
PC21SA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.00 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.36 |
| Parity: |
2.06 |
| Time value: |
0.10 |
| Break-even: |
5.72 |
| Moneyness: |
1.58 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
2.42 |
| Rho: |
0.01 |
Quote data
| Open: |
2.13 |
| High: |
2.13 |
| Low: |
2.13 |
| Previous Close: |
2.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.75% |
| 3 Months |
|
|
-2.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
2.09 |
| 1M High / 1M Low: |
2.42 |
2.09 |
| 6M High / 6M Low: |
2.42 |
1.31 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.88% |
| Volatility 6M: |
|
85.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
