BNP Paribas Call 3 RR/ 20.12.2024
/ DE000PC21SA7
BNP Paribas Call 3 RR/ 20.12.2024/ DE000PC21SA7 /
| 06/08/2024 15:21:20 |
Chg.+0.100 |
Bid15:45:43 |
Ask15:45:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.970EUR |
+5.35% |
1.930
Bid Size: 10,000 |
1.950
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: |
2.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.37 |
| Parity: |
1.61 |
| Time value: |
0.18 |
| Break-even: |
5.29 |
| Moneyness: |
1.46 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
3.47% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
2.52 |
| Rho: |
0.01 |
Quote data
| Open: |
1.900 |
| High: |
1.990 |
| Low: |
1.900 |
| Previous Close: |
1.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.07% |
| 1 Month |
|
|
+1.55% |
| 3 Months |
|
|
+23.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.250 |
1.840 |
| 1M High / 1M Low: |
2.250 |
1.690 |
| 6M High / 6M Low: |
2.290 |
0.620 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.904 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.621 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.78% |
| Volatility 6M: |
|
87.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
