BNP Paribas Call 3 RRU 20.09.2024
/ DE000PC1MBD3
BNP Paribas Call 3 RRU 20.09.2024/ DE000PC1MBD3 /
8/20/2024 5:20:55 PM |
Chg.-0.050 |
Bid5:24:18 PM |
Ask5:24:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.310EUR |
-2.12% |
- Bid Size: - |
- Ask Size: - |
Rolls-Royce Holdings... |
3.00 - |
9/20/2024 |
Call |
Master data
WKN: |
PC1MBD |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.00 - |
Maturity: |
9/20/2024 |
Issue date: |
12/11/2023 |
Last trading day: |
8/21/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.62 |
Intrinsic value: |
2.62 |
Implied volatility: |
- |
Historic volatility: |
0.36 |
Parity: |
2.62 |
Time value: |
-0.30 |
Break-even: |
5.32 |
Moneyness: |
1.87 |
Premium: |
-0.05 |
Premium p.a.: |
-0.89 |
Spread abs.: |
0.02 |
Spread %: |
0.87% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.370 |
High: |
2.370 |
Low: |
2.310 |
Previous Close: |
2.360 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+5.96% |
3 Months |
|
|
+11.59% |
YTD |
|
|
+335.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.360 |
2.180 |
6M High / 6M Low: |
2.360 |
1.260 |
High (YTD): |
8/19/2024 |
2.360 |
Low (YTD): |
1/3/2024 |
0.490 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.299 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.755 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
31.59% |
Volatility 6M: |
|
80.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |