BNP Paribas Call 4.2 RR/ 20.12.2024
/ DE000PC6M4N3
BNP Paribas Call 4.2 RR/ 20.12.20.../ DE000PC6M4N3 /
10/14/2024 9:56:59 AM |
Chg.+0.12 |
Bid10:12:41 AM |
Ask10:12:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.49EUR |
+8.76% |
1.47 Bid Size: 10,000 |
1.49 Ask Size: 10,000 |
Rolls-Royce Holdings... |
4.20 GBP |
12/20/2024 |
Call |
Master data
WKN: |
PC6M4N |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.20 GBP |
Maturity: |
12/20/2024 |
Issue date: |
3/14/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.38 |
Intrinsic value: |
1.32 |
Implied volatility: |
0.63 |
Historic volatility: |
0.36 |
Parity: |
1.32 |
Time value: |
0.19 |
Break-even: |
6.53 |
Moneyness: |
1.26 |
Premium: |
0.03 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.02 |
Spread %: |
1.34% |
Delta: |
0.85 |
Theta: |
0.00 |
Omega: |
3.55 |
Rho: |
0.01 |
Quote data
Open: |
1.48 |
High: |
1.49 |
Low: |
1.48 |
Previous Close: |
1.37 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.67% |
1 Month |
|
|
+43.27% |
3 Months |
|
|
+88.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.42 |
1.34 |
1M High / 1M Low: |
1.44 |
1.08 |
6M High / 6M Low: |
1.44 |
0.57 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.38 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.34 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.94 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.49% |
Volatility 6M: |
|
147.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |