BNP Paribas Call 4.2 RR/ 20.12.2024
/ DE000PC6M4N3
BNP Paribas Call 4.2 RR/ 20.12.20.../ DE000PC6M4N3 /
9/12/2024 9:20:42 AM |
Chg.+0.090 |
Bid10:01:04 AM |
Ask10:01:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.020EUR |
+9.68% |
1.020 Bid Size: 12,000 |
1.040 Ask Size: 12,000 |
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: |
6.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.42 |
Historic volatility: |
0.36 |
Parity: |
0.73 |
Time value: |
0.22 |
Break-even: |
5.92 |
Moneyness: |
1.15 |
Premium: |
0.04 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
2.15% |
Delta: |
0.78 |
Theta: |
0.00 |
Omega: |
4.69 |
Rho: |
0.01 |
Quote data
Open: |
1.020 |
High: |
1.020 |
Low: |
1.020 |
Previous Close: |
0.930 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.51% |
1 Month |
|
|
-2.86% |
3 Months |
|
|
0.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.800 |
1M High / 1M Low: |
1.180 |
0.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.890 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.052 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |